-58.5%
Z vs TMF
-22.6%
-35.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.6% | -11.2% | -11.0% |
| 7D | -2.3% | +2.7% | -5.0% | -3.8% |
| 30D | +9.4% | +19.3% | -10.0% | -0.2% |
| 3M | -16.1% | -3.7% | -12.4% | -15.9% |
| 6M | -30.4% | -11.3% | -19.1% | -28.8% |
| YTD | -55.6% | -16.6% | -39.0% | -53.9% |
| 1Y | -58.5% | -21.1% | -37.4% | -55.8% |
| All | -58.5% | -22.6% | -35.9% | -55.8% |
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