+249.0%
ZETA vs TPR
+247.4%
+1.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.8% |
| 7D | -0.4% | +14.2% | -14.6% | -7.1% |
| 30D | -8.0% | +17.1% | -25.1% | -15.5% |
| 3M | +21.4% | -17.7% | +39.1% | +30.4% |
| 6M | +80.1% | -10.2% | +90.3% | +82.1% |
| YTD | +52.5% | +4.9% | +47.6% | +39.8% |
| 1Y | +58.5% | +36.1% | +22.3% | +25.3% |
| 3Y | +281.7% | +416.5% | -134.8% | +39.2% |
| 5Y | +237.3% | +254.8% | -17.5% | +43.8% |
| All | +249.0% | +247.4% | +1.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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