+5.8%
TFC vs ZETA
+124.4%
-118.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -0.4% |
| 7D | -1.2% | +18.8% | -20.0% | -2.2% |
| 30D | +7.8% | +12.6% | -4.9% | +6.9% |
| 3M | -3.0% | +29.5% | -32.4% | -4.5% |
| 6M | +5.8% | +128.6% | -122.8% | +1.9% |
| All | +5.8% | +124.4% | -118.6% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling