-17.4%
ZBH vs TSN
-4.9%
-12.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -4.7% | +3.0% | -7.7% | -5.5% |
| 30D | -4.5% | -4.2% | -0.3% | -3.4% |
| 3M | +7.6% | -3.9% | +11.5% | +8.6% |
| 6M | +0.3% | -9.8% | +10.1% | +2.6% |
| YTD | +4.5% | -7.3% | +11.8% | +5.8% |
| 1Y | -9.4% | -2.2% | -7.2% | -10.0% |
| 3Y | -21.5% | +11.9% | -33.4% | -25.5% |
| 5Y | -28.4% | -16.9% | -11.5% | -27.3% |
| All | -17.4% | -4.9% | -12.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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