-15.5%
ZBH vs TMF
-86.2%
+70.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -3.2% | -1.0% | -2.3% | -3.3% |
| 3M | +5.8% | -11.3% | +17.1% | +5.4% |
| 6M | +2.0% | -22.7% | +24.7% | +1.0% |
| YTD | +5.8% | -17.3% | +23.1% | +5.1% |
| 1Y | -7.9% | -22.5% | +14.5% | -8.8% |
| 3Y | -19.4% | -43.2% | +23.9% | -21.1% |
| 5Y | -29.5% | -88.3% | +58.8% | -42.8% |
| 10Y | -15.5% | -86.0% | +70.5% | -26.9% |
| All | -15.5% | -86.2% | +70.7% | -26.9% |
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