+8,649.5%
TSM vs ZBH
+309.2%
+8,340.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +6.2% | -2.3% | +8.5% | +7.0% |
| 30D | -7.3% | +12.5% | -19.7% | -11.1% |
| 3M | -7.1% | +3.9% | -11.1% | -9.1% |
| 6M | +0.2% | +25.4% | -25.2% | -8.5% |
| YTD | +32.2% | +15.7% | +16.5% | +23.4% |
| 1Y | +42.8% | +15.2% | +27.6% | +33.2% |
| 3Y | +330.4% | +0.3% | +330.1% | +307.7% |
| 5Y | +263.9% | -16.1% | +280.0% | +262.8% |
| 10Y | +1,580.2% | +17.8% | +1,562.4% | +1,303.7% |
| All | +8,649.5% | +309.2% | +8,340.3% | +4,779.6% |
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