+62.0%
ZETA vs TECK
+65.6%
-3.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +2.2% |
| 7D | -6.5% | -4.2% | -2.2% | -5.5% |
| 30D | +4.8% | -0.4% | +5.2% | +4.6% |
| 3M | +53.3% | +10.1% | +43.2% | +47.3% |
| 6M | +66.8% | +26.0% | +40.8% | +49.4% |
| YTD | +50.2% | +38.0% | +12.1% | +24.0% |
| 1Y | +62.0% | +63.8% | -1.7% | +22.2% |
| All | +62.0% | +65.6% | -3.6% | +22.2% |
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