+51.8%
TMUS vs ZETA
+281.0%
-229.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.6% |
| 7D | +4.9% | +18.1% | -13.2% | +4.3% |
| 30D | +7.7% | +13.6% | -5.9% | +7.1% |
| 3M | -6.8% | +23.7% | -30.5% | -7.6% |
| 6M | -9.7% | +128.5% | -138.2% | -12.7% |
| YTD | -15.0% | +80.1% | -95.0% | -17.3% |
| 1Y | -19.1% | +98.0% | -117.1% | -21.7% |
| 3Y | +21.4% | +348.6% | -327.2% | +7.1% |
| All | +51.8% | +281.0% | -229.2% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling