+21.3%
TFC vs ZETA
+84.8%
-63.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.3% | +2.8% |
| 7D | +5.1% | -5.0% | +10.1% | +5.5% |
| 30D | +9.8% | -3.3% | +13.1% | +10.0% |
| 3M | -2.4% | +31.0% | -33.4% | -4.9% |
| 6M | +4.9% | +72.2% | -67.2% | -0.8% |
| YTD | +6.6% | +56.2% | -49.6% | +0.5% |
| 1Y | +21.3% | +90.3% | -69.0% | +12.1% |
| All | +21.3% | +84.8% | -63.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling