+36.0%
TSM vs ZETA
+84.8%
-48.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.5% |
| 7D | -10.0% | -5.0% | -5.0% | -9.5% |
| 30D | -18.5% | -3.3% | -15.2% | -18.3% |
| 3M | -4.9% | +31.0% | -35.9% | -7.3% |
| 6M | -1.0% | +72.2% | -73.1% | -6.4% |
| YTD | +31.3% | +56.2% | -24.9% | +23.8% |
| 1Y | +36.0% | +90.3% | -54.3% | +25.3% |
| All | +36.0% | +84.8% | -48.8% | +25.3% |
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