+12.0%
TFC vs ZETA
+306.8%
-294.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | +2.3% | +18.1% | -15.9% | +0.2% |
| 30D | +10.8% | +13.6% | -2.8% | +9.0% |
| 3M | -3.8% | +23.7% | -27.5% | -6.5% |
| 6M | +9.6% | +128.5% | -118.9% | -2.0% |
| YTD | +5.8% | +80.1% | -74.3% | -3.4% |
| 1Y | +16.2% | +98.0% | -81.8% | +4.7% |
| 3Y | +96.0% | +348.6% | -252.6% | +49.0% |
| 5Y | +1.7% | +286.6% | -284.9% | -24.3% |
| All | +12.0% | +306.8% | -294.8% | -16.0% |
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