+364.1%
TTD vs ZBH
-17.4%
+381.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.9% |
| 7D | -7.4% | -6.6% | -0.9% | -4.0% |
| 30D | +3.0% | -4.9% | +8.0% | +5.8% |
| 3M | -27.6% | +5.1% | -32.7% | -29.7% |
| 6M | -49.5% | +1.3% | -50.8% | -50.4% |
| YTD | -63.2% | +3.4% | -66.6% | -64.5% |
| 1Y | -69.7% | -8.7% | -61.0% | -69.2% |
| 3Y | -83.3% | -21.2% | -62.1% | -82.4% |
| 5Y | -80.8% | -29.2% | -51.6% | -78.3% |
| All | +364.1% | -17.4% | +381.5% | +346.7% |
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