+264.7%
ZETA vs TPR
+256.0%
+8.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.5% | +2.0% | +3.3% |
| 7D | +6.2% | +12.7% | -6.5% | -0.1% |
| 30D | -2.0% | +17.1% | -19.1% | -9.9% |
| 3M | +21.7% | -15.9% | +37.6% | +29.4% |
| 6M | +89.1% | +2.6% | +86.5% | +79.6% |
| YTD | +59.3% | +7.5% | +51.8% | +44.4% |
| 1Y | +66.2% | +32.9% | +33.2% | +33.6% |
| 3Y | +297.3% | +413.8% | -116.5% | +46.0% |
| 5Y | +227.5% | +263.9% | -36.4% | +38.0% |
| All | +264.7% | +256.0% | +8.7% | +51.9% |
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