+198.3%
ZBH vs TMF
-69.2%
+267.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +11.7% | +1.2% | +10.5% | +11.8% |
| 30D | +19.3% | +19.7% | -0.4% | +21.3% |
| 3M | +8.9% | -2.1% | +11.0% | +8.7% |
| 6M | +28.2% | -13.4% | +41.6% | +26.6% |
| YTD | +18.4% | -16.7% | +35.1% | +16.6% |
| 1Y | +20.6% | -23.3% | +43.9% | +17.8% |
| 3Y | -0.6% | -24.8% | +24.2% | -1.7% |
| 5Y | -19.7% | -88.0% | +68.3% | -37.0% |
| 10Y | +14.7% | -84.7% | +99.4% | -0.1% |
| All | +198.3% | -69.2% | +267.5% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling