+202.4%
ZETA vs TMF
-88.0%
+290.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | -0.4% | +1.2% | -1.7% | -0.6% |
| 30D | -8.0% | +19.7% | -27.8% | -9.5% |
| 3M | +21.4% | -2.1% | +23.5% | +21.5% |
| 6M | +80.1% | -13.4% | +93.5% | +82.1% |
| YTD | +52.5% | -16.7% | +69.2% | +54.5% |
| 1Y | +58.5% | -23.3% | +81.8% | +61.6% |
| 3Y | +281.7% | -24.8% | +306.5% | +286.4% |
| All | +202.4% | -88.0% | +290.4% | +177.0% |
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