+294.9%
ZETA vs TMF
-88.6%
+383.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +18.1% | -9.3% | +27.4% | +19.0% |
| 30D | +13.6% | +1.9% | +11.6% | +13.2% |
| 3M | +23.7% | -11.2% | +35.0% | +24.8% |
| 6M | +128.5% | -17.7% | +146.2% | +131.9% |
| YTD | +80.1% | -24.5% | +104.6% | +83.9% |
| 1Y | +98.0% | -29.4% | +127.4% | +103.3% |
| 3Y | +348.6% | -33.4% | +382.0% | +358.2% |
| All | +294.9% | -88.6% | +383.5% | +273.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling