-15.5%
ZBH vs TYL
+102.8%
-118.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -4.9% | -8.6% | +3.7% | -2.5% |
| 30D | -3.2% | +7.5% | -10.8% | -5.3% |
| 3M | +5.8% | +10.9% | -5.1% | +2.3% |
| 6M | +2.0% | -6.7% | +8.7% | +3.0% |
| YTD | +5.8% | -24.5% | +30.3% | +12.9% |
| 1Y | -7.9% | -38.6% | +30.7% | +4.6% |
| 3Y | -19.4% | -12.6% | -6.7% | -20.8% |
| 5Y | -29.5% | -28.2% | -1.3% | -28.2% |
| 10Y | -15.5% | +104.0% | -119.6% | -39.2% |
| All | -15.5% | +102.8% | -118.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TYL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling