-16.0%
Z vs TMF
-82.2%
+66.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.6% | -5.1% |
| 7D | -6.5% | -1.1% | -5.4% | -6.3% |
| 30D | -0.1% | +11.8% | -11.9% | -1.1% |
| 3M | -14.1% | -4.0% | -10.1% | -13.7% |
| 6M | -30.1% | -16.5% | -13.5% | -28.8% |
| YTD | -57.5% | -19.9% | -37.6% | -56.6% |
| 1Y | -60.3% | -25.6% | -34.8% | -59.2% |
| 3Y | -21.0% | -29.9% | +8.8% | -18.4% |
| 5Y | -54.9% | -88.2% | +33.3% | -56.4% |
| 10Y | -16.0% | -81.7% | +65.7% | -5.3% |
| All | -16.0% | -82.2% | +66.2% | -5.3% |
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