+243.8%
ZETA vs TRMB
-27.4%
+271.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +1.4% |
| 7D | -6.5% | -5.4% | -1.1% | -1.6% |
| 30D | +4.8% | -2.0% | +6.8% | +6.6% |
| 3M | +53.3% | +12.3% | +41.0% | +36.5% |
| 6M | +66.8% | -17.6% | +84.4% | +99.2% |
| YTD | +50.2% | -27.5% | +77.6% | +102.7% |
| 1Y | +62.0% | -29.1% | +91.1% | +125.8% |
| 3Y | +276.4% | +11.5% | +264.9% | +257.5% |
| 5Y | +341.6% | -39.5% | +381.1% | +585.3% |
| All | +243.8% | -27.4% | +271.1% | +424.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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