+174.6%
ZTS vs TMF
-77.0%
+251.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.0% | -1.4% | -0.5% | -2.0% |
| 30D | +1.9% | -2.8% | +4.7% | +1.8% |
| 3M | -4.0% | -10.9% | +6.9% | -4.3% |
| 6M | -39.1% | -21.3% | -17.8% | -39.5% |
| YTD | -38.8% | -15.9% | -22.9% | -39.1% |
| 1Y | -49.6% | -15.7% | -33.8% | -49.8% |
| 3Y | -59.0% | -43.4% | -15.6% | -59.7% |
| 5Y | -61.8% | -87.8% | +26.0% | -66.6% |
| 10Y | +61.4% | -86.7% | +148.2% | +47.1% |
| All | +174.6% | -77.0% | +251.7% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling