+55.5%
ZM vs TMF
-81.4%
+137.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | +1.6% | +1.0% | +0.6% | +1.5% |
| 30D | -7.7% | -1.8% | -5.9% | -7.5% |
| 3M | -4.7% | -8.2% | +3.6% | -3.9% |
| 6M | +24.4% | -19.5% | +43.9% | +27.3% |
| YTD | +11.8% | -16.0% | +27.7% | +13.6% |
| 1Y | +13.4% | -22.5% | +35.8% | +16.2% |
| 3Y | +33.8% | -42.3% | +76.1% | +38.6% |
| 5Y | -67.2% | -87.7% | +20.5% | -58.5% |
| All | +55.5% | -81.4% | +137.0% | +222.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling