+585.9%
ZETA vs TSLQ
-97.2%
+683.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.5% |
| 7D | -3.7% | -6.6% | +2.9% | -5.2% |
| 30D | +5.7% | -24.3% | +30.0% | +0.4% |
| 3M | +50.4% | -3.6% | +54.1% | +55.3% |
| 6M | +65.5% | -12.0% | +77.4% | +71.1% |
| YTD | +48.3% | +1.4% | +46.9% | +61.5% |
| 1Y | +45.4% | -43.6% | +88.9% | +43.4% |
| 3Y | +270.8% | -95.4% | +366.2% | +210.1% |
| All | +585.9% | -97.2% | +683.1% | +513.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling