-21.2%
TMUS vs ZETA
+84.8%
-106.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.2% |
| 7D | +7.5% | -5.0% | +12.5% | +7.4% |
| 30D | -3.3% | -3.3% | 0.0% | -3.4% |
| 3M | -9.7% | +31.0% | -40.7% | -9.1% |
| 6M | -17.2% | +72.2% | -89.4% | -15.8% |
| YTD | -20.3% | +56.2% | -76.5% | -18.1% |
| 1Y | -21.2% | +90.3% | -111.5% | -18.3% |
| All | -21.2% | +84.8% | -106.0% | -18.3% |
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