+347.2%
ZETA vs TPR
+239.8%
+107.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.8% |
| 30D | +15.8% | -23.0% | +38.8% | +29.7% |
| 3M | +35.4% | -12.5% | +47.9% | +41.2% |
| 6M | +67.1% | -21.4% | +88.5% | +81.7% |
| YTD | +54.1% | -3.5% | +57.6% | +48.3% |
| 1Y | +67.8% | +17.4% | +50.5% | +43.9% |
| 3Y | +311.4% | +291.3% | +20.2% | +72.5% |
| All | +347.2% | +239.8% | +107.4% | +96.8% |
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