-17.4%
ZBH vs TRI
+196.2%
-213.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | -4.7% | -7.9% | +3.2% | -2.1% |
| 30D | -4.5% | -4.5% | 0.0% | -3.4% |
| 3M | +7.6% | +22.1% | -14.5% | -0.8% |
| 6M | +0.3% | -2.8% | +3.1% | -1.0% |
| YTD | +4.5% | -23.4% | +27.9% | +12.7% |
| 1Y | -9.4% | -41.5% | +32.1% | +9.6% |
| 3Y | -21.5% | -19.2% | -2.3% | -22.4% |
| 5Y | -28.4% | -9.4% | -19.0% | -34.8% |
| All | -17.4% | +196.2% | -213.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling