+10.5%
ZBRA vs TMF
-23.1%
+33.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | -8.8% | -1.0% | -7.8% | -8.7% |
| 3M | +47.2% | -11.3% | +58.5% | +48.6% |
| 6M | +61.3% | -22.7% | +84.0% | +62.5% |
| YTD | +42.0% | -17.3% | +59.4% | +43.5% |
| 1Y | +10.5% | -22.5% | +32.9% | +11.4% |
| All | +10.5% | -23.1% | +33.5% | +11.4% |
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 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