-22.4%
ZBH vs TCOM
+7.1%
-29.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | -6.6% | -6.5% | 0.0% | -6.2% |
| 30D | -4.9% | -16.2% | +11.3% | -4.0% |
| 3M | +5.1% | -19.3% | +24.4% | +6.3% |
| 6M | +1.3% | -27.2% | +28.6% | +3.1% |
| YTD | +3.4% | -46.2% | +49.5% | +6.9% |
| 1Y | -8.7% | -46.6% | +37.9% | -5.5% |
| All | -22.4% | +7.1% | -29.5% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling