+59.6%
TXN vs ZETA
+332.4%
-272.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.1% | +4.0% |
| 7D | +4.0% | -3.7% | +7.7% | +4.4% |
| 30D | -2.9% | +5.7% | -8.6% | -3.6% |
| 3M | -9.1% | +50.4% | -59.5% | -14.0% |
| 6M | +36.6% | +65.5% | -28.8% | +26.5% |
| YTD | +57.5% | +48.3% | +9.2% | +47.1% |
| 1Y | +49.5% | +45.4% | +4.2% | +39.1% |
| 3Y | +76.5% | +270.8% | -194.2% | +33.4% |
| All | +59.6% | +332.4% | -272.8% | +12.5% |
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