-25.1%
TGT vs ZETA
+332.4%
-357.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -5.2% | -3.7% | -1.5% | -4.9% |
| 30D | +1.2% | +5.7% | -4.5% | +0.6% |
| 3M | +18.4% | +50.4% | -32.1% | +13.2% |
| 6M | +33.4% | +65.5% | -32.0% | +25.5% |
| YTD | +63.8% | +48.3% | +15.5% | +55.0% |
| 1Y | +77.2% | +45.4% | +31.8% | +67.1% |
| 3Y | +41.8% | +270.8% | -229.0% | +13.7% |
| All | -25.1% | +332.4% | -357.5% | -43.8% |
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