+1,282.5%
TSEM vs ZBH
-16.2%
+1,298.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.3% |
| 7D | -4.9% | -4.7% | -0.2% | -3.6% |
| 30D | -18.7% | -4.5% | -14.2% | -17.8% |
| 3M | -18.1% | +7.6% | -25.7% | -21.0% |
| 6M | +77.1% | +0.3% | +76.8% | +74.0% |
| YTD | +80.1% | +4.5% | +75.6% | +73.7% |
| 1Y | +220.4% | -9.4% | +229.8% | +221.1% |
| 3Y | +650.1% | -21.5% | +671.6% | +676.0% |
| 5Y | +628.9% | -28.4% | +657.3% | +666.4% |
| All | +1,282.5% | -16.2% | +1,298.7% | +1,193.2% |
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