+81.0%
TEL vs ZETA
+348.6%
-267.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +4.5% | +18.1% | -13.6% | +2.4% |
| 30D | +2.9% | +13.6% | -10.7% | +1.2% |
| 3M | +1.1% | +23.7% | -22.6% | -1.6% |
| 6M | +5.0% | +128.5% | -123.5% | -5.3% |
| YTD | -3.9% | +80.1% | -84.0% | -11.8% |
| 1Y | -7.4% | +98.0% | -105.4% | -16.1% |
| 3Y | +81.0% | +348.6% | -267.6% | +38.6% |
| All | +81.0% | +348.6% | -267.6% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling