+290.7%
TSM vs ZETA
+343.0%
-52.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.6% |
| 7D | +6.0% | -2.4% | +8.5% | +6.3% |
| 30D | +4.5% | +15.6% | -11.1% | +2.2% |
| 3M | +3.1% | +41.5% | -38.4% | -2.7% |
| 6M | +30.2% | +63.4% | -33.2% | +19.4% |
| YTD | +45.2% | +51.3% | -6.1% | +33.7% |
| 1Y | +79.6% | +65.8% | +13.8% | +61.9% |
| 3Y | +411.0% | +279.2% | +131.8% | +281.9% |
| 5Y | +290.7% | +341.8% | -51.0% | +173.3% |
| All | +290.7% | +343.0% | -52.3% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling