-17.4%
ZBH vs TD
+306.3%
-323.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -4.7% | -0.5% | -4.1% | -4.4% |
| 30D | -4.5% | -1.9% | -2.6% | -3.7% |
| 3M | +7.6% | +4.8% | +2.8% | +4.4% |
| 6M | +0.3% | +28.0% | -27.7% | -12.8% |
| YTD | +4.5% | +30.3% | -25.8% | -10.2% |
| 1Y | -9.4% | +59.8% | -69.2% | -30.5% |
| 3Y | -21.5% | +124.7% | -146.2% | -51.3% |
| 5Y | -28.4% | +127.0% | -155.4% | -56.9% |
| All | -17.4% | +306.3% | -323.7% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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