+19.4%
ZBH vs TAP
-47.7%
+67.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.1% | -6.3% | +4.2% | -0.2% |
| 30D | +13.6% | +2.7% | +10.9% | +12.6% |
| 3M | +7.1% | -3.7% | +10.8% | +8.2% |
| 6M | +26.1% | -2.0% | +28.1% | +26.6% |
| YTD | +17.2% | -12.3% | +29.6% | +21.0% |
| 1Y | +17.4% | -10.1% | +27.4% | +20.1% |
| 3Y | +2.0% | -25.3% | +27.3% | +9.0% |
| 5Y | -15.0% | -1.9% | -13.0% | -18.5% |
| All | +19.4% | -47.7% | +67.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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