-19.7%
ZBH vs TLN
+494.5%
-514.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.8% | -6.7% | -3.9% |
| 7D | -5.2% | +10.9% | -16.1% | -5.0% |
| 30D | -2.4% | -6.3% | +3.9% | -2.5% |
| 3M | +8.3% | -10.7% | +18.9% | +8.1% |
| 6M | +0.7% | +1.6% | -1.0% | +1.0% |
| YTD | +5.3% | -13.1% | +18.4% | +5.4% |
| 1Y | -9.1% | -15.1% | +6.0% | -9.0% |
| 3Y | -19.7% | +495.0% | -514.7% | -24.9% |
| All | -19.7% | +494.5% | -514.2% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling