-14.2%
TMF vs ZYBT
-58.1%
+43.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +1.0% | -4.2% | +5.2% | +1.0% |
| 30D | -1.8% | -16.4% | +14.6% | -1.9% |
| 3M | -8.2% | +82.9% | -91.1% | -6.5% |
| 6M | -19.5% | +110.7% | -130.2% | -17.8% |
| YTD | -16.0% | +37.4% | -53.4% | -14.3% |
| 1Y | -22.5% | -80.6% | +58.1% | -21.3% |
| All | -14.2% | -58.1% | +43.9% | -14.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling