+341.8%
ZETA vs TRMB
-37.5%
+379.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.7% |
| 7D | -2.4% | -0.3% | -2.2% | -2.1% |
| 30D | +15.6% | -1.2% | +16.8% | +16.6% |
| 3M | +41.5% | +9.6% | +31.9% | +28.9% |
| 6M | +63.4% | -16.1% | +79.6% | +92.5% |
| YTD | +51.3% | -25.0% | +76.3% | +99.0% |
| 1Y | +65.8% | -27.7% | +93.5% | +127.8% |
| 3Y | +279.2% | +15.3% | +263.9% | +247.5% |
| 5Y | +341.8% | -37.4% | +379.2% | +739.8% |
| All | +341.8% | -37.5% | +379.3% | +739.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling