+11.5%
TFC vs ZETA
+289.2%
-277.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -1.1% |
| 7D | +1.7% | +13.2% | -11.5% | +0.2% |
| 30D | +9.0% | +6.0% | +3.0% | +8.1% |
| 3M | -2.1% | +27.3% | -29.5% | -5.2% |
| 6M | +3.4% | +104.6% | -101.3% | -6.2% |
| YTD | +5.3% | +72.3% | -67.0% | -3.3% |
| 1Y | +16.2% | +76.3% | -60.2% | +6.1% |
| 3Y | +94.8% | +325.6% | -230.8% | +49.1% |
| 5Y | -0.7% | +254.2% | -254.9% | -25.6% |
| All | +11.5% | +289.2% | -277.8% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling