+3,734.5%
TPR vs ZBH
+287.8%
+3,446.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.3% | -2.8% | +0.5% | -0.9% |
| 30D | -23.0% | -0.1% | -22.9% | -23.1% |
| 3M | -12.5% | +13.4% | -25.9% | -18.5% |
| 6M | -21.4% | +3.0% | -24.4% | -23.8% |
| YTD | -3.5% | +9.7% | -13.2% | -9.5% |
| 1Y | +17.4% | -5.4% | +22.8% | +16.9% |
| 3Y | +291.3% | -15.6% | +306.8% | +298.4% |
| 5Y | +241.9% | -28.1% | +270.0% | +275.9% |
| 10Y | +322.7% | -15.2% | +337.9% | +312.7% |
| All | +3,734.5% | +287.8% | +3,446.7% | +1,373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling