+499.0%
ZS vs TMF
-80.0%
+579.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -16.9% | +1.2% | -18.1% | -16.9% |
| 30D | -7.4% | +19.7% | -27.2% | -8.1% |
| 3M | +21.6% | -2.1% | +23.7% | +21.6% |
| 6M | +42.4% | -13.4% | +55.8% | +43.0% |
| YTD | -12.1% | -16.7% | +4.6% | -11.6% |
| 1Y | -37.8% | -23.3% | -14.5% | -37.3% |
| 3Y | +20.9% | -24.8% | +45.7% | +20.9% |
| 5Y | -41.6% | -88.0% | +46.4% | -40.7% |
| All | +499.0% | -80.0% | +579.0% | +679.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling