-17.6%
TGT vs ZETA
+241.7%
-259.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | +9.5% | +15.6% | -6.1% | +8.0% |
| 3M | +32.3% | +41.5% | -9.2% | +27.5% |
| 6M | +37.0% | +63.4% | -26.4% | +29.5% |
| YTD | +71.0% | +51.3% | +19.7% | +62.1% |
| 1Y | +85.0% | +65.8% | +19.2% | +72.9% |
| 3Y | +46.8% | +279.2% | -232.4% | +20.1% |
| 5Y | -22.7% | +341.8% | -364.5% | -39.3% |
| All | -17.6% | +241.7% | -259.4% | -34.5% |
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