-53.6%
Z vs TMF
-23.9%
-29.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +7.0% | +7.9% |
| 7D | +10.2% | +4.0% | +6.2% | +7.8% |
| 30D | +23.7% | +19.5% | +4.2% | +13.2% |
| 3M | -6.6% | -3.5% | -3.0% | -6.3% |
| 6M | -23.0% | -10.6% | -12.4% | -21.4% |
| YTD | -50.3% | -17.1% | -33.2% | -48.2% |
| 1Y | -53.6% | -24.3% | -29.3% | -49.9% |
| All | -53.6% | -23.9% | -29.7% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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