+78.9%
ZTS vs TMF
-81.8%
+160.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -7.4% | -3.4% | -4.1% | -7.4% |
| 30D | +9.9% | +11.5% | -1.6% | +9.9% |
| 3M | +10.3% | -4.5% | +14.8% | +10.3% |
| 6M | +9.2% | -15.0% | +24.2% | +9.1% |
| YTD | -32.9% | -19.9% | -13.0% | -33.0% |
| 1Y | -29.7% | -26.6% | -3.1% | -29.8% |
| 3Y | -49.0% | -29.8% | -19.1% | -48.9% |
| 5Y | -59.3% | -88.2% | +28.9% | -63.9% |
| 10Y | +78.9% | -81.4% | +160.3% | +68.5% |
| All | +78.9% | -81.8% | +160.7% | +68.5% |
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