-58.7%
Z vs TMF
-15.2%
-43.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -3.0% | -1.4% | -1.6% | -2.4% |
| 30D | -4.2% | -2.8% | -1.4% | -3.1% |
| 3M | -3.7% | -10.9% | +7.2% | 0.0% |
| 6M | -24.5% | -21.3% | -3.2% | -18.2% |
| YTD | -49.3% | -15.9% | -33.4% | -46.6% |
| 1Y | -58.7% | -15.7% | -42.9% | -57.7% |
| All | -58.7% | -15.2% | -43.4% | -57.7% |
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