+37.5%
ZBRA vs TMF
-42.4%
+79.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +2.6% | +1.0% | +1.6% | +2.5% |
| 30D | -6.4% | -1.8% | -4.5% | -6.2% |
| 3M | +51.3% | -8.2% | +59.5% | +52.4% |
| 6M | +60.5% | -19.5% | +80.0% | +63.2% |
| YTD | +45.2% | -16.0% | +61.1% | +47.1% |
| 1Y | +12.3% | -22.5% | +34.8% | +14.4% |
| 3Y | +37.5% | -42.3% | +79.8% | +39.1% |
| All | +37.5% | -42.4% | +79.9% | +39.1% |
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