-28.7%
ZBH vs TCOM
+29.4%
-58.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -4.7% | -4.9% | +0.2% | -4.3% |
| 30D | -4.5% | -14.4% | +9.9% | -3.3% |
| 3M | +7.6% | -17.7% | +25.2% | +9.1% |
| 6M | +0.3% | -25.1% | +25.4% | +2.4% |
| YTD | +4.5% | -45.7% | +50.3% | +9.4% |
| 1Y | -9.4% | -47.9% | +38.5% | -4.9% |
| 3Y | -21.5% | +8.9% | -30.4% | -24.1% |
| All | -28.7% | +29.4% | -58.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling