-40.3%
ZBRA vs TMF
-88.0%
+47.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | -8.8% | -1.0% | -7.8% | -8.8% |
| 3M | +47.2% | -11.3% | +58.5% | +48.4% |
| 6M | +61.3% | -22.7% | +84.0% | +63.9% |
| YTD | +42.0% | -17.3% | +59.4% | +43.7% |
| 1Y | +10.5% | -22.5% | +32.9% | +12.1% |
| 3Y | +34.5% | -43.2% | +77.7% | +37.2% |
| 5Y | -40.3% | -88.3% | +48.0% | -40.6% |
| All | -40.3% | -88.0% | +47.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling