+98.0%
ZETA vs TECK
+38.3%
+59.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.3% |
| 7D | +18.1% | -0.4% | +18.6% | +18.1% |
| 30D | +13.6% | -7.1% | +20.7% | +15.5% |
| 3M | +23.7% | -5.5% | +29.2% | +24.9% |
| 6M | +128.5% | -9.7% | +138.2% | +134.0% |
| YTD | +80.1% | +26.3% | +53.8% | +55.1% |
| 1Y | +98.0% | +44.4% | +53.6% | +56.1% |
| All | +98.0% | +38.3% | +59.7% | +56.1% |
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