+67.6%
ZBH vs TCOM
+2,569.4%
-2,501.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.8% |
| 7D | -4.9% | -10.2% | +5.3% | -3.6% |
| 30D | -3.2% | -16.8% | +13.6% | -0.9% |
| 3M | +5.8% | -16.7% | +22.5% | +8.1% |
| 6M | +2.0% | -27.1% | +29.0% | +5.9% |
| YTD | +5.8% | -45.5% | +51.3% | +13.7% |
| 1Y | -7.9% | -45.9% | +37.9% | -1.1% |
| 3Y | -19.4% | +9.8% | -29.1% | -23.2% |
| 5Y | -29.5% | +23.8% | -53.3% | -36.8% |
| 10Y | -15.5% | -10.8% | -4.8% | -23.9% |
| All | +67.6% | +2,569.4% | -2,501.9% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling