+65.8%
ZETA vs TAP
-19.0%
+84.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -2.1% |
| 7D | -2.4% | -2.3% | -0.1% | -2.6% |
| 30D | +15.6% | -9.4% | +25.0% | +14.6% |
| 3M | +41.5% | -0.8% | +42.3% | +42.2% |
| 6M | +63.4% | -14.7% | +78.2% | +63.4% |
| YTD | +51.3% | -13.9% | +65.2% | +48.5% |
| 1Y | +65.8% | -18.6% | +84.4% | +54.4% |
| All | +65.8% | -19.0% | +84.8% | +54.4% |
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