-6.1%
ZBH vs TRU
+228.6%
-234.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.0% |
| 7D | -5.2% | -7.2% | +2.0% | -3.0% |
| 30D | -2.4% | -2.8% | +0.4% | -1.7% |
| 3M | +8.3% | +13.0% | -4.8% | +3.8% |
| 6M | +0.7% | +0.7% | 0.0% | -0.6% |
| YTD | +5.3% | -9.0% | +14.3% | +6.6% |
| 1Y | -9.1% | -16.3% | +7.2% | -6.0% |
| 3Y | -19.7% | -1.1% | -18.6% | -26.6% |
| 5Y | -31.3% | -36.0% | +4.7% | -26.4% |
| 10Y | -18.9% | +139.9% | -158.8% | -46.5% |
| All | -6.1% | +228.6% | -234.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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