+917.7%
TT vs ZBH
-16.2%
+933.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.2% | -4.7% | +3.5% | +0.4% |
| 30D | -7.3% | -4.5% | -2.8% | -6.0% |
| 3M | -3.6% | +7.6% | -11.2% | -6.6% |
| 6M | +2.8% | +0.3% | +2.5% | +1.6% |
| YTD | +14.5% | +4.5% | +10.0% | +11.1% |
| 1Y | +7.4% | -9.4% | +16.8% | +8.8% |
| 3Y | +116.2% | -21.5% | +137.7% | +126.1% |
| 5Y | +147.4% | -28.4% | +175.8% | +163.6% |
| All | +917.7% | -16.2% | +933.9% | +864.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling