-15.7%
TMF vs ZYBT
-83.2%
+67.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.4% | -6.9% | +5.5% | -1.4% |
| 30D | -2.8% | -31.8% | +28.9% | -2.9% |
| 3M | -10.9% | +94.0% | -104.9% | -9.2% |
| 6M | -21.3% | +99.0% | -120.3% | -19.2% |
| YTD | -15.9% | +40.0% | -55.9% | -14.0% |
| 1Y | -15.7% | -79.5% | +63.8% | -13.7% |
| All | -15.7% | -83.2% | +67.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling