+298.1%
ZETA vs TRMB
-34.2%
+332.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.2% | +4.5% | +4.9% |
| 7D | +18.8% | +4.1% | +14.6% | +15.0% |
| 30D | +12.6% | -5.1% | +17.7% | +14.1% |
| 3M | +29.5% | -2.6% | +32.1% | +27.3% |
| 6M | +128.6% | -2.7% | +131.3% | +124.7% |
| YTD | +85.5% | -27.9% | +113.4% | +143.0% |
| 1Y | +90.6% | -29.0% | +119.6% | +154.3% |
| 3Y | +358.0% | +35.0% | +323.1% | +259.5% |
| All | +298.1% | -34.2% | +332.3% | +529.1% |
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