+3.2%
TJX vs ZETA
+84.8%
-81.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +5.1% |
| 7D | +4.6% | -5.0% | +9.6% | +4.7% |
| 30D | +7.7% | -3.3% | +11.0% | +7.7% |
| 3M | -7.8% | +31.0% | -38.8% | -8.4% |
| 6M | -5.8% | +72.2% | -77.9% | -7.7% |
| YTD | -4.9% | +56.2% | -61.1% | -6.4% |
| 1Y | +3.2% | +90.3% | -87.1% | -0.2% |
| All | +3.2% | +84.8% | -81.6% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling