+77.0%
ZTS vs TMF
-82.2%
+159.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.0% | +0.2% |
| 7D | -0.6% | -1.1% | +0.4% | -0.6% |
| 30D | +11.0% | +11.8% | -0.8% | +11.0% |
| 3M | +10.9% | -4.0% | +15.0% | +10.9% |
| 6M | +0.9% | -16.5% | +17.5% | +0.9% |
| YTD | -33.0% | -19.9% | -13.1% | -33.0% |
| 1Y | -29.6% | -25.6% | -4.0% | -29.7% |
| 3Y | -49.0% | -29.9% | -19.2% | -49.0% |
| 5Y | -59.5% | -88.2% | +28.7% | -64.1% |
| 10Y | +77.0% | -81.7% | +158.7% | +67.1% |
| All | +77.0% | -82.2% | +159.2% | +67.1% |
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