+285.0%
TSM vs ZBH
-31.0%
+315.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +4.8% | -4.9% | +9.7% | +5.7% |
| 30D | +4.0% | -3.2% | +7.3% | +4.5% |
| 3M | +2.0% | +5.8% | -3.9% | +0.2% |
| 6M | +25.5% | +2.0% | +23.5% | +24.1% |
| YTD | +44.0% | +5.8% | +38.2% | +41.1% |
| 1Y | +75.4% | -7.9% | +83.4% | +76.6% |
| 3Y | +406.7% | -19.4% | +426.1% | +421.1% |
| 5Y | +285.0% | -29.5% | +314.5% | +279.7% |
| All | +285.0% | -31.0% | +315.9% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling