+52.1%
TEL vs ZETA
+350.7%
-298.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | -2.6% | +44.3% | -46.9% | -7.7% |
| 6M | 0.0% | +59.4% | -59.4% | -7.2% |
| YTD | -9.1% | +49.5% | -58.5% | -15.5% |
| 1Y | -0.8% | +62.7% | -63.5% | -9.5% |
| 3Y | +67.4% | +274.6% | -207.3% | +23.7% |
| All | +52.1% | +350.7% | -298.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling