+294.9%
ZETA vs TPR
+230.3%
+64.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +18.1% | -0.3% | +18.4% | +18.2% |
| 30D | +13.6% | +15.1% | -1.5% | +5.0% |
| 3M | +23.7% | +3.5% | +20.2% | +19.9% |
| 6M | +128.5% | +0.4% | +128.0% | +118.5% |
| YTD | +80.1% | +4.6% | +75.5% | +64.6% |
| 1Y | +98.0% | +33.1% | +64.9% | +57.1% |
| 3Y | +348.6% | +396.0% | -47.4% | +59.4% |
| All | +294.9% | +230.3% | +64.7% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling