+1,779.8%
TSM vs ZBH
-16.2%
+1,795.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +1.0% | -4.7% | +5.7% | +2.2% |
| 30D | +1.0% | -4.5% | +5.4% | +2.0% |
| 3M | +2.9% | +7.6% | -4.7% | 0.0% |
| 6M | +22.8% | +0.3% | +22.5% | +21.4% |
| YTD | +43.3% | +4.5% | +38.8% | +39.8% |
| 1Y | +69.2% | -9.4% | +78.6% | +70.8% |
| 3Y | +404.5% | -21.5% | +426.0% | +422.0% |
| 5Y | +282.2% | -28.4% | +310.6% | +300.6% |
| All | +1,779.8% | -16.2% | +1,795.9% | +1,667.4% |
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