+322.4%
ZBH vs TAP
+173.1%
+149.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.4% |
| 7D | -2.4% | -8.0% | +5.6% | 0.0% |
| 30D | +16.6% | +4.1% | +12.5% | +15.2% |
| 3M | +10.8% | -4.4% | +15.2% | +12.2% |
| 6M | +35.8% | -1.9% | +37.7% | +36.3% |
| YTD | +20.5% | -12.1% | +32.5% | +24.2% |
| 1Y | +22.7% | -12.0% | +34.8% | +26.4% |
| 3Y | +4.9% | -25.0% | +29.9% | +11.7% |
| 5Y | -12.8% | -1.1% | -11.7% | -16.0% |
| 10Y | +22.7% | -47.6% | +70.3% | +34.0% |
| All | +322.4% | +173.1% | +149.3% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling