+30.4%
TMUS vs ZETA
+241.7%
-211.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -0.3% | -2.4% | +2.2% | -0.2% |
| 30D | +3.1% | +15.6% | -12.4% | +2.6% |
| 3M | +2.4% | +41.5% | -39.1% | +1.0% |
| 6M | -17.1% | +63.4% | -80.5% | -18.7% |
| YTD | -9.1% | +51.3% | -60.4% | -10.7% |
| 1Y | -23.6% | +65.8% | -89.4% | -25.5% |
| 3Y | +38.8% | +279.2% | -240.3% | +25.7% |
| 5Y | +43.0% | +341.8% | -298.8% | +26.4% |
| All | +30.4% | +241.7% | -211.3% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling