-15.9%
ZBH vs TYL
+105.8%
-121.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.5% | +0.5% | -2.7% |
| 7D | -5.2% | -7.6% | +2.4% | -3.1% |
| 30D | -2.4% | +11.3% | -13.7% | -5.5% |
| 3M | +8.3% | +14.5% | -6.3% | +3.7% |
| 6M | +0.7% | -7.1% | +7.8% | +1.8% |
| YTD | +5.3% | -23.4% | +28.7% | +11.9% |
| 1Y | -9.1% | -38.6% | +29.5% | +3.3% |
| 3Y | -19.7% | -11.3% | -8.4% | -21.4% |
| 5Y | -31.3% | -28.0% | -3.3% | -30.0% |
| All | -15.9% | +105.8% | -121.7% | -39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling