+164.3%
TRV vs ZETA
+247.9%
-83.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | -1.2% |
| 7D | -0.1% | +2.7% | -2.8% | -0.2% |
| 30D | -3.4% | +15.8% | -19.2% | -3.9% |
| 3M | +26.4% | +35.4% | -9.0% | +25.0% |
| 6M | +19.3% | +67.1% | -47.8% | +16.9% |
| YTD | +28.3% | +54.1% | -25.7% | +26.0% |
| 1Y | +34.3% | +67.8% | -33.5% | +31.2% |
| 3Y | +140.1% | +311.4% | -171.3% | +126.6% |
| 5Y | +155.7% | +324.8% | -169.1% | +137.3% |
| All | +164.3% | +247.9% | -83.7% | +150.2% |
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