+0.9%
TSCO vs ZETA
+235.0%
-234.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -5.7% | -3.7% | -1.9% | -5.4% |
| 30D | -8.8% | +5.7% | -14.5% | -9.3% |
| 3M | +6.3% | +50.4% | -44.1% | +2.3% |
| 6M | -32.3% | +65.5% | -97.7% | -35.6% |
| YTD | -32.7% | +48.3% | -81.0% | -35.7% |
| 1Y | -43.7% | +45.4% | -89.1% | -46.4% |
| 3Y | -19.7% | +270.8% | -290.4% | -33.2% |
| 5Y | -11.6% | +336.1% | -347.7% | -27.2% |
| All | +0.9% | +235.0% | -234.0% | -17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling