+315.0%
ZBH vs TYL
+16,995.9%
-16,680.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | +11.7% | +6.7% | +5.1% | +10.3% |
| 30D | +19.3% | +26.5% | -7.2% | +13.6% |
| 3M | +8.9% | +37.3% | -28.4% | +1.9% |
| 6M | +28.2% | +31.2% | -3.0% | +20.6% |
| YTD | +18.4% | -7.4% | +25.7% | +18.5% |
| 1Y | +20.6% | -9.6% | +30.1% | +21.3% |
| 3Y | -0.6% | +1.9% | -2.5% | -3.8% |
| 5Y | -19.7% | -21.1% | +1.4% | -19.6% |
| 10Y | +14.7% | +171.8% | -157.1% | -10.3% |
| All | +315.0% | +16,995.9% | -16,680.9% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling