-0.9%
Z vs TMF
-86.8%
+85.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -3.0% | -1.4% | -1.6% | -2.9% |
| 30D | -4.2% | -2.8% | -1.4% | -3.9% |
| 3M | -3.7% | -10.9% | +7.2% | -2.7% |
| 6M | -24.5% | -21.3% | -3.2% | -22.9% |
| YTD | -49.3% | -15.9% | -33.4% | -48.5% |
| 1Y | -58.7% | -15.7% | -42.9% | -58.0% |
| 3Y | -34.1% | -43.4% | +9.2% | -32.2% |
| 5Y | -64.5% | -87.8% | +23.2% | -65.6% |
| All | -0.9% | -86.8% | +85.9% | +20.9% |
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 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