+21.1%
TMUS vs ZETA
+259.8%
-238.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.3% | +4.0% |
| 7D | +5.3% | +6.2% | -0.9% | +5.1% |
| 30D | +13.5% | -2.0% | +15.6% | +13.6% |
| 3M | -4.2% | +21.7% | -25.9% | -5.0% |
| 6M | -11.9% | +89.1% | -101.0% | -14.1% |
| YTD | -15.6% | +59.3% | -74.9% | -17.3% |
| 1Y | -16.8% | +66.2% | -82.9% | -18.7% |
| 3Y | +20.8% | +297.3% | -276.5% | +9.2% |
| 5Y | +48.0% | +227.5% | -179.4% | +31.0% |
| All | +21.1% | +259.8% | -238.7% | +6.9% |
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 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