+310.3%
TPR vs ZBH
-18.5%
+328.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.3% | -2.8% | +0.5% | -1.9% |
| 30D | -23.0% | -0.1% | -22.9% | -23.0% |
| 3M | -12.5% | +13.4% | -25.9% | -14.1% |
| 6M | -21.4% | +3.0% | -24.4% | -21.9% |
| YTD | -3.5% | +9.7% | -13.2% | -4.8% |
| 1Y | +17.4% | -5.4% | +22.8% | +17.3% |
| All | +310.3% | -18.5% | +328.8% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling