-18.6%
ZBH vs TW
+211.4%
-230.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -3.2% |
| 7D | -5.2% | -3.5% | -1.7% | -4.4% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | +8.3% | +4.9% | +3.3% | +6.5% |
| 6M | +0.7% | -17.1% | +17.8% | +4.9% |
| YTD | +5.3% | -3.9% | +9.2% | +5.2% |
| 1Y | -9.1% | -13.3% | +4.2% | -6.7% |
| 3Y | -19.7% | +20.9% | -40.6% | -27.6% |
| 5Y | -31.3% | +20.5% | -51.8% | -39.4% |
| All | -18.6% | +211.4% | -230.0% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling