+246.3%
ZETA vs TRI
+12.9%
+233.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | +2.3% |
| 7D | -2.4% | -7.1% | +4.7% | +2.1% |
| 30D | +15.6% | -2.3% | +17.9% | +17.0% |
| 3M | +41.5% | +19.6% | +21.9% | +21.9% |
| 6M | +63.4% | -8.7% | +72.1% | +67.5% |
| YTD | +51.3% | -22.3% | +73.6% | +70.1% |
| 1Y | +65.8% | -40.7% | +106.5% | +121.3% |
| 3Y | +279.2% | -17.8% | +296.9% | +247.0% |
| 5Y | +341.8% | -8.5% | +350.2% | +203.0% |
| All | +246.3% | +12.9% | +233.5% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling