+269.3%
ZBH vs TD
+2,421.2%
-2,151.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.5% |
| 7D | -5.2% | +0.9% | -6.1% | -5.6% |
| 30D | -2.4% | -0.7% | -1.8% | -2.2% |
| 3M | +8.3% | +6.3% | +2.0% | +5.1% |
| 6M | +0.7% | +27.9% | -27.3% | -9.9% |
| YTD | +5.3% | +29.8% | -24.5% | -6.5% |
| 1Y | -9.1% | +63.7% | -72.7% | -27.1% |
| 3Y | -19.7% | +128.3% | -148.0% | -45.2% |
| 5Y | -31.3% | +125.5% | -156.8% | -53.3% |
| 10Y | -18.9% | +296.7% | -315.6% | -57.0% |
| All | +269.3% | +2,421.2% | -2,151.8% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling