+252.6%
ZETA vs TAP
-21.1%
+273.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | +15.8% | -2.1% | +18.0% | +16.2% |
| 3M | +35.4% | +6.6% | +28.8% | +33.3% |
| 6M | +67.1% | -11.5% | +78.6% | +70.9% |
| YTD | +54.1% | -10.3% | +64.3% | +55.9% |
| 1Y | +67.8% | -14.4% | +82.2% | +71.5% |
| 3Y | +311.4% | -28.3% | +339.7% | +327.6% |
| 5Y | +324.8% | +1.7% | +323.1% | +298.7% |
| All | +252.6% | -21.1% | +273.7% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling