+119.6%
ZBH vs TRGP
+2,242.0%
-2,122.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | -3.2% | +9.5% | -12.7% | -5.0% |
| 3M | +5.8% | +10.8% | -5.0% | +3.4% |
| 6M | +2.0% | +25.3% | -23.4% | -2.9% |
| YTD | +5.8% | +60.3% | -54.5% | -4.2% |
| 1Y | -7.9% | +84.6% | -92.5% | -19.2% |
| 3Y | -19.4% | +264.4% | -283.7% | -39.4% |
| 5Y | -29.5% | +636.6% | -666.1% | -54.7% |
| 10Y | -15.5% | +848.9% | -864.5% | -57.0% |
| All | +119.6% | +2,242.0% | -2,122.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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