+16.3%
ZBH vs TYL
+176.1%
-159.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +11.7% | +6.7% | +5.1% | +9.8% |
| 30D | +19.3% | +26.5% | -7.2% | +11.6% |
| 3M | +8.9% | +37.3% | -28.4% | -0.7% |
| 6M | +28.2% | +31.2% | -3.0% | +17.8% |
| YTD | +18.4% | -7.4% | +25.7% | +18.9% |
| 1Y | +20.6% | -9.6% | +30.1% | +22.0% |
| 3Y | -0.6% | +1.9% | -2.5% | -6.1% |
| 5Y | -19.7% | -21.1% | +1.4% | -19.8% |
| All | +16.3% | +176.1% | -159.8% | -22.7% |
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