+341.6%
ZETA vs TRI
-11.1%
+352.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.3% |
| 7D | -6.5% | -14.4% | +7.9% | +3.1% |
| 30D | +4.8% | -8.1% | +12.9% | +10.3% |
| 3M | +53.3% | +17.5% | +35.8% | +32.8% |
| 6M | +66.8% | -5.0% | +71.8% | +66.2% |
| YTD | +50.2% | -24.7% | +74.9% | +73.2% |
| 1Y | +62.0% | -41.5% | +103.5% | +121.0% |
| 3Y | +276.4% | -20.3% | +296.7% | +244.9% |
| 5Y | +341.6% | -10.9% | +352.5% | +209.0% |
| All | +341.6% | -11.1% | +352.8% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling