+356.2%
ZETA vs TMF
-31.3%
+387.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.6% |
| 7D | +26.5% | -8.2% | +34.6% | +27.8% |
| 30D | +10.3% | +5.3% | +4.9% | +9.1% |
| 3M | +30.5% | -8.5% | +39.0% | +31.9% |
| 6M | +129.4% | -17.2% | +146.5% | +134.9% |
| YTD | +83.1% | -23.4% | +106.6% | +89.3% |
| 1Y | +82.1% | -30.2% | +112.3% | +90.5% |
| All | +356.2% | -31.3% | +387.5% | +366.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling