+97.2%
TJX vs ZETA
+332.4%
-235.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -4.6% | -3.7% | -0.9% | -4.3% |
| 30D | -17.2% | +5.7% | -22.9% | -17.6% |
| 3M | -24.9% | +50.4% | -75.4% | -27.4% |
| 6M | -19.7% | +65.5% | -85.1% | -23.4% |
| YTD | -17.2% | +48.3% | -65.5% | -20.7% |
| 1Y | -9.4% | +45.4% | -54.8% | -13.5% |
| 3Y | +43.1% | +270.8% | -227.7% | +15.9% |
| All | +97.2% | +332.4% | -235.2% | +55.1% |
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 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