+84.6%
TXN vs ZETA
+281.0%
-196.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.6% |
| 7D | +9.5% | +18.1% | -8.7% | +7.2% |
| 30D | +8.7% | +13.6% | -4.9% | +7.0% |
| 3M | +11.6% | +23.7% | -12.2% | +8.4% |
| 6M | +0.1% | +128.5% | -128.4% | -10.9% |
| YTD | +78.8% | +80.1% | -1.3% | +62.6% |
| 1Y | +91.2% | +98.0% | -6.8% | +71.2% |
| 3Y | +125.8% | +348.6% | -222.8% | +63.8% |
| All | +84.6% | +281.0% | -196.4% | +26.1% |
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