+35.7%
TSM vs ZETA
+74.8%
-39.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.2% | -6.2% | +0.9% |
| 7D | -2.1% | +13.2% | -15.3% | -3.6% |
| 30D | -12.5% | +6.0% | -18.5% | -13.3% |
| 3M | -5.0% | +27.3% | -32.3% | -7.6% |
| 6M | -3.2% | +104.6% | -107.8% | -11.3% |
| YTD | +31.5% | +72.3% | -40.8% | +21.9% |
| 1Y | +35.7% | +76.3% | -40.6% | +24.1% |
| All | +35.7% | +74.8% | -39.1% | +24.1% |
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