+99.7%
TXN vs ZETA
+84.8%
+15.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | +1.0% | -5.0% | +6.0% | +1.0% |
| 30D | +6.1% | -3.3% | +9.5% | +6.2% |
| 3M | +10.4% | +31.0% | -20.6% | +10.5% |
| 6M | +12.6% | +72.2% | -59.6% | +12.8% |
| YTD | +83.5% | +56.2% | +27.3% | +88.2% |
| 1Y | +99.7% | +90.3% | +9.4% | +95.9% |
| All | +99.7% | +84.8% | +15.0% | +95.9% |
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