+503.2%
ZS vs TMF
-80.0%
+583.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -11.1% | +0.6% | -11.7% | -11.1% |
| 30D | -14.8% | +16.3% | -31.2% | -15.3% |
| 3M | +18.0% | -2.7% | +20.7% | +18.1% |
| 6M | +30.8% | -13.2% | +44.0% | +31.4% |
| YTD | -11.5% | -16.7% | +5.2% | -11.0% |
| 1Y | -37.8% | -22.7% | -15.1% | -37.3% |
| 3Y | +16.6% | -26.1% | +42.7% | +16.7% |
| 5Y | -43.6% | -88.4% | +44.9% | -42.7% |
| All | +503.2% | -80.0% | +583.1% | +685.2% |
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