+90.3%
ZETA vs TSLQ
-17.8%
+108.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +4.0% |
| 7D | -5.0% | +9.8% | -14.8% | -3.1% |
| 30D | -3.3% | -6.0% | +2.7% | -4.2% |
| 3M | +31.0% | -35.0% | +66.0% | +21.9% |
| 6M | +72.2% | -24.9% | +97.1% | +66.1% |
| YTD | +56.2% | -12.7% | +68.8% | +64.2% |
| 1Y | +90.3% | -21.0% | +111.3% | +96.0% |
| All | +90.3% | -17.8% | +108.1% | +96.0% |
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