+243.8%
ZETA vs TECK
+202.2%
+41.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +2.7% |
| 7D | -6.5% | -4.2% | -2.2% | -5.2% |
| 30D | +4.8% | -0.4% | +5.2% | +4.6% |
| 3M | +53.3% | +10.1% | +43.2% | +46.2% |
| 6M | +66.8% | +26.0% | +40.8% | +49.7% |
| YTD | +50.2% | +38.0% | +12.1% | +29.0% |
| 1Y | +62.0% | +63.8% | -1.7% | +30.5% |
| 3Y | +276.4% | +68.5% | +207.8% | +193.5% |
| 5Y | +341.6% | +179.2% | +162.4% | +181.3% |
| All | +243.8% | +202.2% | +41.6% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling