-48.0%
ZTS vs TMF
-32.2%
-15.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +5.6% | -9.3% | +14.8% | +7.0% |
| 30D | +12.1% | +1.9% | +10.1% | +11.8% |
| 3M | +11.3% | -11.2% | +22.5% | +12.9% |
| 6M | +14.3% | -17.7% | +32.0% | +17.0% |
| YTD | -31.9% | -24.5% | -7.4% | -29.6% |
| 1Y | -29.3% | -29.4% | +0.2% | -26.4% |
| 3Y | -48.0% | -33.4% | -14.6% | -44.7% |
| All | -48.0% | -32.2% | -15.8% | -44.7% |
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 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