-28.7%
ZBH vs TW
+19.5%
-48.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -4.7% | -4.5% | -0.2% | -3.9% |
| 30D | -4.5% | -2.3% | -2.2% | -4.1% |
| 3M | +7.6% | +2.6% | +5.0% | +7.0% |
| 6M | +0.3% | -17.5% | +17.8% | +3.5% |
| YTD | +4.5% | -5.3% | +9.8% | +4.8% |
| 1Y | -9.4% | -14.8% | +5.4% | -7.4% |
| 3Y | -21.5% | +18.8% | -40.3% | -27.9% |
| All | -28.7% | +19.5% | -48.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling