+77.0%
ZTS vs TMF
-83.0%
+160.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | +10.8% | +16.3% | -5.5% | +10.8% |
| 3M | +14.1% | -2.7% | +16.8% | +14.0% |
| 6M | +0.8% | -13.2% | +13.9% | +0.7% |
| YTD | -33.1% | -16.7% | -16.4% | -33.2% |
| 1Y | -30.0% | -22.7% | -7.3% | -30.1% |
| 3Y | -49.5% | -26.1% | -23.4% | -49.4% |
| 5Y | -60.2% | -88.4% | +28.2% | -64.9% |
| 10Y | +77.0% | -81.8% | +158.9% | +67.7% |
| All | +77.0% | -83.0% | +160.1% | +67.7% |
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