-9.4%
ZBH vs TSLQ
-49.6%
+40.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | -4.7% | -6.6% | +1.9% | -4.4% |
| 30D | -4.5% | -24.3% | +19.8% | -3.5% |
| 3M | +7.6% | -3.6% | +11.2% | +7.0% |
| 6M | +0.3% | -12.0% | +12.2% | -0.9% |
| YTD | +4.5% | +1.4% | +3.2% | +2.1% |
| 1Y | -9.4% | -43.6% | +34.2% | -10.7% |
| All | -9.4% | -49.6% | +40.2% | -10.7% |
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