+252.6%
ZETA vs TPR
+219.5%
+33.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.5% |
| 3M | +35.4% | -12.5% | +47.9% | +41.1% |
| 6M | +67.1% | -21.4% | +88.5% | +81.5% |
| YTD | +54.1% | -3.5% | +57.6% | +48.5% |
| 1Y | +67.8% | +17.4% | +50.5% | +44.4% |
| 3Y | +311.4% | +291.3% | +20.2% | +76.5% |
| 5Y | +324.8% | +241.9% | +82.9% | +86.5% |
| All | +252.6% | +219.5% | +33.1% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling