+202.4%
ZETA vs TAP
+2.0%
+200.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.8% | +6.1% |
| 7D | -0.4% | +0.5% | -1.0% | -0.7% |
| 30D | -8.0% | +9.1% | -17.2% | -9.8% |
| 3M | +21.4% | -3.8% | +25.2% | +21.8% |
| 6M | +80.1% | -3.4% | +83.5% | +80.3% |
| YTD | +52.5% | -10.6% | +63.1% | +54.0% |
| 1Y | +58.5% | -4.4% | +62.9% | +56.6% |
| 3Y | +281.7% | -24.4% | +306.0% | +290.7% |
| All | +202.4% | +2.0% | +200.5% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling