+41.0%
TMUS vs ZETA
+232.9%
-192.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.7% |
| 7D | +3.6% | -0.4% | +4.0% | +3.6% |
| 30D | -3.4% | -8.0% | +4.7% | -3.1% |
| 3M | -9.5% | +21.4% | -30.9% | -10.2% |
| 6M | -15.2% | +80.1% | -95.3% | -17.4% |
| YTD | -18.9% | +52.5% | -71.4% | -20.7% |
| 1Y | -17.7% | +58.5% | -76.2% | -19.7% |
| 3Y | +15.6% | +281.7% | -266.0% | +2.5% |
| All | +41.0% | +232.9% | -192.0% | +23.1% |
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