+30.3%
TMUS vs ZETA
+247.9%
-217.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.3% |
| 7D | +0.1% | +2.7% | -2.6% | 0.0% |
| 30D | +5.3% | +15.8% | -10.6% | +4.7% |
| 3M | +3.1% | +35.4% | -32.3% | +1.9% |
| 6M | -16.5% | +67.1% | -83.6% | -18.2% |
| YTD | -9.2% | +54.1% | -63.2% | -10.9% |
| 1Y | -26.5% | +67.8% | -94.3% | -28.3% |
| 3Y | +39.0% | +311.4% | -272.4% | +25.2% |
| 5Y | +40.4% | +324.8% | -284.4% | +24.0% |
| All | +30.3% | +247.9% | -217.6% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling