-22.4%
ZBH vs TSN
+11.8%
-34.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | -6.6% | +1.4% | -7.9% | -6.9% |
| 30D | -4.9% | -6.2% | +1.2% | -3.4% |
| 3M | +5.1% | -5.7% | +10.8% | +6.7% |
| 6M | +1.3% | -11.4% | +12.7% | +3.9% |
| YTD | +3.4% | -8.2% | +11.5% | +4.3% |
| 1Y | -8.7% | -2.0% | -6.7% | -10.2% |
| All | -22.4% | +11.8% | -34.2% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling