+90.3%
ZETA vs TECK
+59.3%
+31.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | +1.5% |
| 7D | -5.0% | +2.3% | -7.2% | -5.5% |
| 30D | -3.3% | -5.0% | +1.7% | -2.2% |
| 3M | +31.0% | -0.3% | +31.3% | +30.4% |
| 6M | +72.2% | +13.9% | +58.3% | +62.6% |
| YTD | +56.2% | +35.2% | +21.0% | +26.0% |
| 1Y | +90.3% | +57.5% | +32.8% | +30.6% |
| All | +90.3% | +59.3% | +31.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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