+291.9%
ZETA vs TPR
+292.1%
-0.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.6% |
| 30D | +15.8% | -23.0% | +38.8% | +27.3% |
| 3M | +35.4% | -12.5% | +47.9% | +40.0% |
| 6M | +67.1% | -21.4% | +88.5% | +79.5% |
| YTD | +54.1% | -3.5% | +57.6% | +48.3% |
| 1Y | +67.8% | +17.4% | +50.5% | +45.1% |
| All | +291.9% | +292.1% | -0.2% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling