-31.3%
ZBH vs TAP
0.0%
-31.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | -2.8% |
| 7D | -5.2% | -2.3% | -2.9% | -4.6% |
| 30D | -2.4% | -9.4% | +7.0% | +0.2% |
| 3M | +8.3% | -0.8% | +9.1% | +8.5% |
| 6M | +0.7% | -14.7% | +15.4% | +4.6% |
| YTD | +5.3% | -13.9% | +19.3% | +8.8% |
| 1Y | -9.1% | -18.6% | +9.6% | -4.7% |
| 3Y | -19.7% | -32.0% | +12.3% | -12.4% |
| 5Y | -31.3% | -1.0% | -30.3% | -36.8% |
| All | -31.3% | 0.0% | -31.2% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling