+66.7%
TEL vs ZETA
+272.3%
-205.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -4.1% | +10.5% | -14.6% | -5.3% |
| 3M | -2.6% | +44.3% | -46.9% | -6.9% |
| 6M | 0.0% | +59.4% | -59.4% | -6.1% |
| YTD | -9.1% | +49.5% | -58.5% | -14.6% |
| 1Y | -0.8% | +62.7% | -63.5% | -8.3% |
| All | +66.7% | +272.3% | -205.7% | +28.1% |
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