+19.4%
ZBH vs TMF
-81.8%
+101.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.8% |
| 7D | -2.1% | -8.2% | +6.0% | -2.4% |
| 30D | +13.6% | +5.3% | +8.2% | +13.8% |
| 3M | +7.1% | -8.5% | +15.6% | +6.8% |
| 6M | +26.1% | -17.2% | +43.3% | +25.3% |
| YTD | +17.2% | -23.4% | +40.6% | +16.1% |
| 1Y | +17.4% | -30.2% | +47.6% | +15.9% |
| 3Y | +2.0% | -32.9% | +35.0% | +1.4% |
| 5Y | -15.0% | -88.5% | +73.6% | -31.3% |
| All | +19.4% | -81.8% | +101.3% | +4.2% |
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