+67.8%
ZETA vs TCOM
-42.5%
+110.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | +2.7% | -9.5% | +12.2% | +6.7% |
| 30D | +15.8% | -10.7% | +26.5% | +20.9% |
| 3M | +35.4% | -14.6% | +50.0% | +43.6% |
| 6M | +67.1% | -19.3% | +86.4% | +83.0% |
| YTD | +54.1% | -42.9% | +97.0% | +97.8% |
| 1Y | +67.8% | -43.8% | +111.6% | +115.2% |
| All | +67.8% | -42.5% | +110.3% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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