-16.3%
TMUS vs ZETA
+61.6%
-77.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.3% | +4.3% |
| 7D | +5.3% | +6.2% | -0.9% | +5.5% |
| 30D | +13.5% | -2.0% | +15.6% | +13.5% |
| 3M | -4.2% | +21.7% | -25.9% | -3.8% |
| 6M | -11.9% | +89.1% | -101.0% | -9.9% |
| YTD | -15.6% | +59.3% | -74.9% | -12.9% |
| All | -16.3% | +61.6% | -77.9% | -13.8% |
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