+61.3%
ZBRA vs TMF
-29.8%
+91.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -9.5% | +0.6% | -10.1% | -9.6% |
| 30D | -15.6% | +16.3% | -31.9% | -16.8% |
| 3M | -13.2% | -2.7% | -10.5% | -13.1% |
| 6M | +44.5% | -13.2% | +57.7% | +46.0% |
| YTD | +34.5% | -16.7% | +51.2% | +36.2% |
| 1Y | +25.9% | -22.7% | +48.6% | +28.1% |
| 3Y | +61.3% | -26.1% | +87.4% | +62.2% |
| All | +61.3% | -29.8% | +91.1% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling