-26.6%
ZBH vs TLN
+571.8%
-598.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.3% |
| 7D | -6.6% | +2.0% | -8.5% | -6.5% |
| 30D | -4.9% | -12.9% | +8.0% | -5.2% |
| 3M | +5.1% | -7.4% | +12.6% | +5.0% |
| 6M | +1.3% | -6.0% | +7.4% | +1.4% |
| YTD | +3.4% | -16.9% | +20.2% | +3.3% |
| 1Y | -8.7% | -22.6% | +13.9% | -8.8% |
| 3Y | -21.2% | +469.0% | -490.2% | -27.7% |
| All | -26.6% | +571.8% | -598.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TLN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling