+7.9%
TSCO vs ZETA
+241.7%
-233.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.0% |
| 7D | +1.7% | -2.4% | +4.1% | +1.8% |
| 30D | +2.8% | +15.6% | -12.8% | +1.4% |
| 3M | +17.9% | +41.5% | -23.6% | +14.0% |
| 6M | -28.6% | +63.4% | -92.0% | -32.1% |
| YTD | -28.0% | +51.3% | -79.4% | -31.4% |
| 1Y | -39.9% | +65.8% | -105.7% | -43.4% |
| 3Y | -14.0% | +279.2% | -293.2% | -28.6% |
| 5Y | -2.9% | +341.8% | -344.7% | -20.2% |
| All | +7.9% | +241.7% | -233.8% | -11.6% |
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