-31.6%
ZS vs TMF
-23.9%
-7.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.4% |
| 7D | -12.3% | +4.0% | -16.2% | -12.4% |
| 30D | +11.2% | +19.5% | -8.2% | +10.1% |
| 3M | +37.5% | -3.5% | +41.0% | +37.4% |
| 6M | +57.8% | -10.6% | +68.4% | +57.3% |
| YTD | -0.2% | -17.1% | +16.9% | -0.6% |
| 1Y | -31.6% | -24.3% | -7.4% | -32.0% |
| All | -31.6% | -23.9% | -7.7% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling