+322.0%
TSM vs ZETA
+273.0%
+49.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.3% | +1.0% | +5.5% |
| 7D | -7.6% | -0.4% | -7.1% | -7.4% |
| 30D | -20.5% | -8.0% | -12.5% | -19.4% |
| 3M | -10.0% | +21.4% | -31.4% | -12.6% |
| 6M | -10.1% | +80.1% | -90.1% | -18.6% |
| YTD | +24.5% | +52.5% | -28.0% | +14.4% |
| 1Y | +31.2% | +58.5% | -27.3% | +19.5% |
| 3Y | +322.0% | +281.7% | +40.3% | +205.7% |
| All | +322.0% | +273.0% | +49.0% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling