-3.6%
ZBH vs TSLQ
-97.3%
+93.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -4.9% | -8.0% | +3.1% | -5.0% |
| 30D | -3.2% | -23.8% | +20.5% | -3.6% |
| 3M | +5.8% | -7.0% | +12.8% | +6.0% |
| 6M | +2.0% | -17.1% | +19.1% | +2.0% |
| YTD | +5.8% | +0.1% | +5.7% | +6.4% |
| 1Y | -7.9% | -51.2% | +43.2% | -9.2% |
| 3Y | -19.4% | -95.9% | +76.6% | -23.4% |
| All | -3.6% | -97.3% | +93.7% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling