+67.8%
TEL vs ZETA
+235.0%
-167.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.1% |
| 30D | -0.7% | +5.7% | -6.4% | -1.4% |
| 3M | +2.4% | +50.4% | -48.0% | -3.3% |
| 6M | +4.1% | +65.5% | -61.3% | -3.6% |
| YTD | -5.8% | +48.3% | -54.1% | -12.2% |
| 1Y | +0.9% | +45.4% | -44.5% | -6.2% |
| 3Y | +72.6% | +270.8% | -198.2% | +30.1% |
| 5Y | +57.5% | +336.1% | -278.6% | +11.6% |
| All | +67.8% | +235.0% | -167.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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