-79.9%
TTD vs ZBH
-28.6%
-51.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | -0.6% | -4.7% | +4.0% | +1.6% |
| 30D | +6.3% | -4.5% | +10.8% | +8.6% |
| 3M | -24.1% | +7.6% | -31.7% | -26.8% |
| 6M | -47.4% | +0.3% | -47.7% | -47.9% |
| YTD | -62.2% | +4.5% | -66.8% | -63.6% |
| 1Y | -68.3% | -9.4% | -58.9% | -67.5% |
| 3Y | -83.4% | -21.5% | -61.9% | -82.1% |
| All | -79.9% | -28.6% | -51.2% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling