+43.3%
TGT vs ZETA
+272.3%
-229.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.1% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | +4.4% | +10.5% | -6.0% | +3.4% |
| 3M | +25.4% | +44.3% | -18.9% | +20.8% |
| 6M | +33.4% | +59.4% | -26.1% | +26.4% |
| YTD | +65.6% | +49.5% | +16.1% | +57.1% |
| 1Y | +80.3% | +62.7% | +17.6% | +68.7% |
| All | +43.3% | +272.3% | -229.0% | +13.1% |
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