+274.5%
TSM vs ZETA
+313.7%
-39.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +14.8% | +26.5% | -11.6% | +11.1% |
| 30D | -8.9% | +10.3% | -19.2% | -10.1% |
| 3M | -5.3% | +30.5% | -35.8% | -8.9% |
| 6M | +2.6% | +129.4% | -126.8% | -9.8% |
| YTD | +34.5% | +83.1% | -48.7% | +20.9% |
| 1Y | +41.0% | +82.1% | -41.1% | +26.6% |
| 3Y | +333.1% | +352.3% | -19.2% | +222.0% |
| 5Y | +270.1% | +293.1% | -23.0% | +162.7% |
| All | +274.5% | +313.7% | -39.2% | +172.0% |
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