-15.4%
ZBH vs TMF
-88.4%
+73.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +11.7% | +1.2% | +10.5% | +11.6% |
| 30D | +19.3% | +19.7% | -0.4% | +17.7% |
| 3M | +8.9% | -2.1% | +11.0% | +9.0% |
| 6M | +28.2% | -13.4% | +41.6% | +29.4% |
| YTD | +18.4% | -16.7% | +35.1% | +19.7% |
| 1Y | +20.6% | -23.3% | +43.9% | +22.6% |
| 3Y | -0.6% | -24.8% | +24.2% | +0.3% |
| All | -15.4% | -88.4% | +73.0% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling