+252.6%
ZETA vs TECK
+216.8%
+35.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +15.8% | +4.6% | +11.2% | +13.8% |
| 3M | +35.4% | +2.8% | +32.6% | +32.8% |
| 6M | +67.1% | +24.9% | +42.2% | +50.7% |
| YTD | +54.1% | +44.7% | +9.3% | +30.4% |
| 1Y | +67.8% | +112.0% | -44.2% | +22.8% |
| 3Y | +311.4% | +67.6% | +243.8% | +221.2% |
| 5Y | +324.8% | +200.3% | +124.4% | +164.4% |
| All | +252.6% | +216.8% | +35.8% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling