+96.7%
TFC vs ZETA
+280.5%
-183.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.4% |
| 7D | +0.3% | +6.2% | -5.9% | -0.4% |
| 30D | +9.2% | -2.0% | +11.2% | +9.3% |
| 3M | -2.9% | +21.7% | -24.6% | -5.4% |
| 6M | +3.5% | +89.1% | -85.6% | -5.1% |
| YTD | +5.4% | +59.3% | -53.9% | -2.2% |
| 1Y | +17.3% | +66.2% | -48.9% | +8.0% |
| 3Y | +96.7% | +297.3% | -200.6% | +40.9% |
| All | +96.7% | +280.5% | -183.8% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling