+63.0%
ZETA vs TAP
-10.2%
+73.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.3% |
| 7D | +6.2% | -7.8% | +14.0% | +4.8% |
| 30D | -2.0% | +7.1% | -9.1% | -0.7% |
| 3M | +21.7% | -7.0% | +28.7% | +19.9% |
| 6M | +89.1% | -3.8% | +93.0% | +89.0% |
| YTD | +59.3% | -11.7% | +71.0% | +56.0% |
| All | +63.0% | -10.2% | +73.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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