+252.6%
ZETA vs TRMB
-24.0%
+276.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.1% |
| 7D | +2.7% | -2.5% | +5.2% | +5.1% |
| 30D | +15.8% | +1.5% | +14.3% | +14.0% |
| 3M | +35.4% | +6.8% | +28.7% | +26.7% |
| 6M | +67.1% | -14.9% | +82.1% | +93.9% |
| YTD | +54.1% | -24.1% | +78.2% | +99.6% |
| 1Y | +67.8% | -25.4% | +93.2% | +123.3% |
| 3Y | +311.4% | +8.0% | +303.4% | +301.0% |
| 5Y | +324.8% | -37.3% | +362.1% | +533.3% |
| All | +252.6% | -24.0% | +276.7% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling