+295.0%
TSM vs ZETA
+247.9%
+47.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +6.9% | +3.4% |
| 7D | +2.7% | +2.7% | +0.1% | +2.3% |
| 30D | +3.6% | +15.8% | -12.2% | +1.3% |
| 3M | -3.4% | +35.4% | -38.8% | -8.0% |
| 6M | +20.6% | +67.1% | -46.5% | +10.7% |
| YTD | +41.9% | +54.1% | -12.2% | +30.8% |
| 1Y | +84.4% | +67.8% | +16.5% | +66.7% |
| 3Y | +380.2% | +311.4% | +68.8% | +261.8% |
| 5Y | +275.3% | +324.8% | -49.5% | +171.3% |
| All | +295.0% | +247.9% | +47.1% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling