+62.3%
TEL vs ZETA
+241.7%
-179.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | -1.4% | -2.4% | +1.0% | -1.1% |
| 30D | -4.9% | +15.6% | -20.5% | -6.7% |
| 3M | +0.1% | +41.5% | -41.4% | -4.7% |
| 6M | +0.4% | +63.4% | -63.1% | -7.0% |
| YTD | -8.9% | +51.3% | -60.2% | -15.3% |
| 1Y | -0.3% | +65.8% | -66.1% | -8.9% |
| 3Y | +67.6% | +279.2% | -211.6% | +26.0% |
| 5Y | +50.7% | +341.8% | -291.1% | +6.4% |
| All | +62.3% | +241.7% | -179.4% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling