+1,728.3%
ZBRA vs TMF
-68.9%
+1,797.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +1.8% | -1.4% | +3.2% | +1.5% |
| 30D | -1.7% | -2.8% | +1.1% | -2.0% |
| 3M | +47.8% | -10.9% | +58.7% | +45.3% |
| 6M | +56.7% | -21.3% | +78.1% | +51.5% |
| YTD | +49.4% | -15.9% | +65.3% | +45.9% |
| 1Y | +16.5% | -15.7% | +32.3% | +14.0% |
| 3Y | +31.5% | -43.4% | +74.8% | +23.1% |
| 5Y | -38.6% | -87.8% | +49.2% | -56.8% |
| 10Y | +421.0% | -86.7% | +507.7% | +317.2% |
| All | +1,728.3% | -68.9% | +1,797.2% | +1,995.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling