+252.6%
ZETA vs TMF
-85.8%
+338.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.1% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +15.8% | -2.8% | +18.6% | +16.0% |
| 3M | +35.4% | -10.9% | +46.3% | +36.3% |
| 6M | +67.1% | -21.3% | +88.4% | +69.4% |
| YTD | +54.1% | -15.9% | +69.9% | +55.5% |
| 1Y | +67.8% | -15.7% | +83.6% | +69.2% |
| 3Y | +311.4% | -43.4% | +354.8% | +315.4% |
| 5Y | +324.8% | -87.8% | +412.6% | +258.9% |
| All | +252.6% | -85.8% | +338.4% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling