+243.5%
ZBH vs TRI
+507.2%
-263.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -4.9% | -8.4% | +3.5% | -2.2% |
| 30D | -3.2% | -6.5% | +3.2% | -1.4% |
| 3M | +5.8% | +18.6% | -12.7% | -1.5% |
| 6M | +2.0% | -10.4% | +12.4% | +3.4% |
| YTD | +5.8% | -23.7% | +29.5% | +12.2% |
| 1Y | -7.9% | -42.5% | +34.5% | +8.3% |
| 3Y | -19.4% | -19.3% | -0.1% | -18.7% |
| 5Y | -29.5% | -9.7% | -19.8% | -32.8% |
| 10Y | -15.5% | +194.4% | -210.0% | -48.7% |
| All | +243.5% | +507.2% | -263.7% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling