+1,124.0%
TTMI vs ZBH
-16.2%
+1,140.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.2% | +3.0% |
| 7D | +0.7% | -4.7% | +5.3% | +2.2% |
| 30D | -8.4% | -4.5% | -3.9% | -7.3% |
| 3M | -32.5% | +7.6% | -40.0% | -35.5% |
| 6M | +32.5% | +0.3% | +32.2% | +29.4% |
| YTD | +83.2% | +4.5% | +78.7% | +74.8% |
| 1Y | +161.7% | -9.4% | +171.1% | +161.3% |
| 3Y | +890.1% | -21.5% | +911.6% | +928.7% |
| 5Y | +832.4% | -28.4% | +860.8% | +888.8% |
| All | +1,124.0% | -16.2% | +1,140.2% | +1,065.2% |
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