+5.5%
ZS vs TMF
-41.6%
+47.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.5% |
| 7D | -7.8% | -1.4% | -6.4% | -7.8% |
| 30D | +5.0% | -2.8% | +7.9% | +5.2% |
| 3M | +25.5% | -10.9% | +36.4% | +26.2% |
| 6M | +8.7% | -21.3% | +30.0% | +10.1% |
| YTD | -24.5% | -15.9% | -8.6% | -23.9% |
| 1Y | -36.7% | -15.7% | -21.0% | -36.3% |
| All | +5.5% | -41.6% | +47.1% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling