+7.9%
ZBH vs TSLQ
-17.8%
+25.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +6.4% | +7.0% | +13.1% |
| 7D | +14.3% | +9.8% | +4.4% | +13.7% |
| 30D | +20.3% | -6.0% | +26.3% | +20.5% |
| 3M | +15.3% | -35.0% | +50.3% | +17.2% |
| 6M | +33.9% | -24.9% | +58.9% | +33.4% |
| YTD | +23.5% | -12.7% | +36.1% | +19.6% |
| 1Y | +7.9% | -21.0% | +28.9% | +5.7% |
| All | +7.9% | -17.8% | +25.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling