+189.6%
ZTS vs TMF
-77.3%
+266.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | +11.7% | +19.7% | -8.0% | +12.2% |
| 3M | +3.5% | -2.1% | +5.6% | +3.4% |
| 6M | -27.6% | -13.4% | -14.2% | -27.9% |
| YTD | -35.5% | -16.7% | -18.7% | -35.8% |
| 1Y | -32.1% | -23.3% | -8.8% | -32.6% |
| 3Y | -49.1% | -24.8% | -24.3% | -49.1% |
| 5Y | -61.0% | -88.0% | +27.0% | -66.0% |
| 10Y | +74.4% | -84.7% | +159.1% | +61.4% |
| All | +189.6% | -77.3% | +266.8% | +191.2% |
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