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  • ZTS vs TMF✓SelectedUSD · TMFZTS vs TMF performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs TMF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+174.6%
TMF return
-77.0%
Excess return
+251.7%
Maximum drawdown
-69.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTMFExcessAlpha
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