-27.7%
TMF vs ZYBT
-79.2%
+51.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -5.1% | -3.7% | -1.4% | -5.1% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -16.6% | +72.2% | -88.8% | -14.9% |
| 6M | -19.9% | +103.1% | -123.0% | -17.7% |
| YTD | -20.2% | +34.8% | -54.9% | -18.4% |
| 1Y | -27.7% | -83.2% | +55.4% | -26.2% |
| All | -27.7% | -79.2% | +51.5% | -26.2% |
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