+158.5%
TRV vs ZETA
+352.7%
-194.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -1.5% | -6.5% | +5.0% | -1.3% |
| 30D | -1.8% | +4.8% | -6.6% | -2.0% |
| 3M | +21.6% | +53.3% | -31.8% | +19.7% |
| 6M | +22.5% | +66.8% | -44.4% | +20.0% |
| YTD | +28.1% | +50.2% | -22.0% | +25.8% |
| 1Y | +37.0% | +62.0% | -25.0% | +33.9% |
| 3Y | +141.9% | +276.4% | -134.5% | +128.1% |
| 5Y | +158.5% | +341.6% | -183.1% | +137.9% |
| All | +158.5% | +352.7% | -194.2% | +137.9% |
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 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