+59.7%
TEM vs ZBH
-9.7%
+69.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.6% |
| 7D | +3.2% | -5.2% | +8.5% | +6.2% |
| 30D | +23.5% | -2.4% | +25.9% | +24.9% |
| 3M | +32.3% | +8.3% | +24.1% | +24.4% |
| 6M | +23.0% | +0.7% | +22.4% | +20.5% |
| YTD | +8.9% | +5.3% | +3.5% | +3.3% |
| 1Y | -19.9% | -9.1% | -10.8% | -16.7% |
| All | +59.7% | -9.7% | +69.5% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling