+59.6%
TXN vs ZETA
+241.7%
-182.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.4% |
| 30D | -9.5% | +15.6% | -25.1% | -11.1% |
| 3M | -10.5% | +41.5% | -52.0% | -14.5% |
| 6M | +35.4% | +63.4% | -28.1% | +26.1% |
| YTD | +51.8% | +51.3% | +0.5% | +42.0% |
| 1Y | +42.9% | +65.8% | -22.9% | +31.3% |
| 3Y | +71.3% | +279.2% | -207.8% | +32.3% |
| 5Y | +58.0% | +341.8% | -283.7% | +16.6% |
| All | +59.6% | +241.7% | -182.2% | +20.6% |
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