-14.0%
Z vs TMF
-84.4%
+70.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.2% | -10.7% |
| 7D | -2.3% | +2.7% | -5.0% | -2.5% |
| 30D | +9.4% | +19.3% | -10.0% | +7.5% |
| 3M | -16.1% | -3.7% | -12.4% | -15.7% |
| 6M | -30.4% | -11.3% | -19.1% | -29.6% |
| YTD | -55.6% | -16.6% | -39.0% | -54.9% |
| 1Y | -58.5% | -21.1% | -37.4% | -57.6% |
| 3Y | -19.6% | -26.8% | +7.2% | -17.4% |
| 5Y | -54.1% | -88.0% | +33.9% | -55.9% |
| All | -14.0% | -84.4% | +70.4% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling