+46.6%
TEM vs ZBH
-10.4%
+57.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.2% |
| 7D | -8.7% | -4.7% | -4.0% | -6.3% |
| 30D | +8.1% | -4.5% | +12.6% | +10.6% |
| 3M | +19.0% | +7.6% | +11.4% | +12.3% |
| 6M | +12.0% | +0.3% | +11.7% | +9.9% |
| YTD | -0.1% | +4.5% | -4.6% | -4.8% |
| 1Y | -33.5% | -9.4% | -24.1% | -30.9% |
| All | +46.6% | -10.4% | +57.0% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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