+1,470.7%
TRV vs ZBH
+274.1%
+1,196.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.2% | -4.9% | +5.1% | +1.9% |
| 30D | -2.3% | -3.2% | +0.9% | -1.3% |
| 3M | +22.7% | +5.8% | +16.9% | +19.7% |
| 6M | +21.9% | +2.0% | +20.0% | +19.9% |
| YTD | +27.5% | +5.8% | +21.7% | +23.5% |
| 1Y | +36.2% | -7.9% | +44.2% | +37.6% |
| 3Y | +140.6% | -19.4% | +160.0% | +149.8% |
| 5Y | +154.5% | -29.5% | +184.0% | +171.8% |
| 10Y | +295.4% | -15.5% | +311.0% | +276.7% |
| All | +1,470.7% | +274.1% | +1,196.5% | +773.1% |
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