-29.4%
TSCO vs ZETA
+84.8%
-114.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +4.1% |
| 7D | +15.7% | -5.0% | +20.7% | +16.0% |
| 30D | +16.4% | -3.3% | +19.8% | +16.6% |
| 3M | +11.2% | +31.0% | -19.8% | +8.8% |
| 6M | +14.9% | +72.2% | -57.2% | +9.8% |
| YTD | -25.4% | +56.2% | -81.6% | -28.3% |
| 1Y | -29.4% | +90.3% | -119.7% | -33.8% |
| All | -29.4% | +84.8% | -114.2% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling