+0.3%
ZBH vs TLN
+580.6%
-580.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.4% |
| 7D | -2.3% | +11.0% | -13.3% | -1.8% |
| 30D | +12.5% | +4.9% | +7.6% | +12.9% |
| 3M | +3.9% | +4.9% | -1.0% | +4.5% |
| 6M | +25.4% | +7.1% | +18.3% | +26.3% |
| YTD | +15.7% | +0.3% | +15.4% | +16.6% |
| 1Y | +15.2% | +5.9% | +9.3% | +16.3% |
| 3Y | +0.3% | +578.5% | -578.1% | -7.3% |
| All | +0.3% | +580.6% | -580.2% | -7.3% |
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