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  • ZETA vs TRI✓SelectedUSD · TRIZETA vs TRI performance historyLatest closeAs of-1.24%09/11
Stock and ETF performance explorer

ZETA vs TRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+239.5%
TRI return
+11.2%
Excess return
+228.3%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTRIExcessAlpha
1D-1.2%+1.7%-3.0%-2.3%
7D-3.7%-7.9%+4.2%+1.1%
30D+5.7%-4.5%+10.2%+8.4%
3M+50.4%+22.1%+28.3%+27.5%
6M+65.5%-2.8%+68.2%+62.5%
YTD+48.3%-23.4%+71.7%+68.2%
1Y+45.4%-41.5%+86.9%+95.7%
3Y+270.8%-19.2%+290.0%+243.3%
5Y+336.1%-9.4%+345.5%+201.7%
All+239.5%+11.2%+228.3%+108.3%

Cumulative growth

Daily Returns

Daily percentage return beside TRI.

Daily Out/Under-Performance

Portfolio return minus TRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TRI 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 TRI 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