+3,983.5%
TJX vs ZBH
+265.6%
+3,717.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | -4.4% | -6.6% | +2.2% | -2.1% |
| 30D | -18.6% | -4.9% | -13.6% | -17.2% |
| 3M | -24.4% | +5.1% | -29.5% | -26.0% |
| 6M | -20.2% | +1.3% | -21.6% | -21.3% |
| YTD | -16.9% | +3.4% | -20.3% | -18.9% |
| 1Y | -8.5% | -8.7% | +0.2% | -7.5% |
| 3Y | +43.7% | -21.2% | +64.9% | +49.7% |
| 5Y | +97.3% | -29.2% | +126.5% | +110.8% |
| 10Y | +289.0% | -17.5% | +306.5% | +279.7% |
| All | +3,983.5% | +265.6% | +3,717.9% | +2,321.1% |
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