-24.9%
ZBH vs TLN
+589.3%
-614.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.4% |
| 7D | -4.9% | +5.8% | -10.8% | -4.8% |
| 30D | -3.2% | -6.9% | +3.6% | -3.4% |
| 3M | +5.8% | -10.9% | +16.7% | +5.7% |
| 6M | +2.0% | -4.6% | +6.6% | +2.1% |
| YTD | +5.8% | -14.7% | +20.5% | +5.8% |
| 1Y | -7.9% | -17.9% | +10.0% | -7.9% |
| 3Y | -19.4% | +483.9% | -503.2% | -26.0% |
| All | -24.9% | +589.3% | -614.2% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling