+9,286.6%
TSM vs ZBH
+287.8%
+8,998.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | +2.7% | -2.8% | +5.5% | +3.7% |
| 30D | +3.6% | -0.1% | +3.7% | +3.5% |
| 3M | -3.4% | +13.4% | -16.8% | -8.1% |
| 6M | +20.6% | +3.0% | +17.6% | +18.0% |
| YTD | +41.9% | +9.7% | +32.2% | +35.7% |
| 1Y | +84.4% | -5.4% | +89.8% | +83.5% |
| 3Y | +380.2% | -15.6% | +395.8% | +385.1% |
| 5Y | +275.3% | -28.1% | +303.4% | +295.5% |
| 10Y | +1,751.4% | -15.2% | +1,766.6% | +1,639.1% |
| All | +9,286.6% | +287.8% | +8,998.7% | +5,265.7% |
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 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