+389.6%
ZBRA vs TMF
-81.8%
+471.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.5% | -3.4% | +1.9% | -1.7% |
| 30D | -15.6% | +11.5% | -27.1% | -15.0% |
| 3M | -14.5% | -4.5% | -10.0% | -14.7% |
| 6M | +50.9% | -15.0% | +65.9% | +49.4% |
| YTD | +34.8% | -19.9% | +54.7% | +33.0% |
| 1Y | +28.3% | -26.6% | +54.9% | +25.7% |
| 3Y | +58.8% | -29.8% | +88.6% | +57.3% |
| 5Y | -44.0% | -88.2% | +44.2% | -58.3% |
| 10Y | +389.6% | -81.4% | +471.0% | +333.4% |
| All | +389.6% | -81.8% | +471.4% | +333.4% |
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