+264.7%
ZETA vs TMF
-85.9%
+350.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +6.2% | +0.6% | +5.6% | +6.2% |
| 30D | -2.0% | +16.3% | -18.3% | -3.0% |
| 3M | +21.7% | -2.7% | +24.4% | +21.8% |
| 6M | +89.1% | -13.2% | +102.3% | +90.6% |
| YTD | +59.3% | -16.7% | +76.0% | +60.8% |
| 1Y | +66.2% | -22.7% | +88.9% | +68.4% |
| 3Y | +297.3% | -26.1% | +323.4% | +301.7% |
| 5Y | +227.5% | -88.4% | +315.9% | +170.4% |
| All | +264.7% | -85.9% | +350.6% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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