+19.3%
ZBH vs TMF
-82.2%
+101.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -1.1% |
| 7D | +10.6% | -1.1% | +11.6% | +10.5% |
| 30D | +20.4% | +11.8% | +8.6% | +20.9% |
| 3M | +10.0% | -4.0% | +14.1% | +9.9% |
| 6M | +31.0% | -16.5% | +47.6% | +30.2% |
| YTD | +20.3% | -19.9% | +40.2% | +19.4% |
| 1Y | +22.2% | -25.6% | +47.8% | +20.9% |
| 3Y | +4.7% | -29.9% | +34.6% | +4.2% |
| 5Y | -13.7% | -88.2% | +74.6% | -30.3% |
| 10Y | +19.3% | -81.7% | +101.0% | +4.8% |
| All | +19.3% | -82.2% | +101.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling