+67.8%
ZETA vs TSLQ
-50.5%
+118.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.0% | -16.1% | -1.4% |
| 7D | +2.7% | -5.8% | +8.4% | +2.0% |
| 30D | +15.8% | -22.1% | +37.9% | +11.3% |
| 3M | +35.4% | +10.1% | +25.4% | +44.9% |
| 6M | +67.1% | -6.8% | +73.9% | +72.5% |
| YTD | +54.1% | +8.5% | +45.5% | +68.3% |
| 1Y | +67.8% | -49.7% | +117.6% | +64.0% |
| All | +67.8% | -50.5% | +118.3% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling