+32.2%
TMO vs ZETA
+237.6%
-205.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +1.0% | +10.5% | -9.5% | +0.1% |
| 3M | +22.7% | +44.3% | -21.6% | +18.7% |
| 6M | +19.0% | +59.4% | -40.4% | +13.7% |
| YTD | +4.7% | +49.5% | -44.7% | +0.2% |
| 1Y | +26.0% | +62.7% | -36.7% | +19.3% |
| 3Y | +18.0% | +274.6% | -256.6% | -1.1% |
| 5Y | +8.0% | +349.3% | -341.3% | -9.5% |
| All | +32.2% | +237.6% | -205.4% | +10.9% |
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