-42.5%
ZS vs TMF
-21.2%
-21.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -9.2% | +1.0% | -10.2% | -9.2% |
| 30D | -4.0% | -1.8% | -2.2% | -4.0% |
| 3M | +25.3% | -8.2% | +33.5% | +24.8% |
| 6M | -1.3% | -19.5% | +18.2% | -1.7% |
| YTD | -28.0% | -16.0% | -12.0% | -28.2% |
| 1Y | -42.5% | -22.5% | -20.0% | -42.3% |
| All | -42.5% | -21.2% | -21.3% | -42.3% |
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 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