-49.1%
ZTS vs TMF
-25.3%
-23.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -0.4% | +1.2% | -1.6% | -0.6% |
| 30D | +11.7% | +19.7% | -8.0% | +9.1% |
| 3M | +3.5% | -2.1% | +5.6% | +3.6% |
| 6M | -27.6% | -13.4% | -14.2% | -26.4% |
| YTD | -35.5% | -16.7% | -18.7% | -34.2% |
| 1Y | -32.1% | -23.3% | -8.8% | -30.2% |
| 3Y | -49.1% | -24.8% | -24.3% | -47.7% |
| All | -49.1% | -25.3% | -23.8% | -47.7% |
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