+45.4%
ZETA vs TSLQ
-49.6%
+95.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.5% |
| 7D | -3.7% | -6.6% | +2.9% | -5.1% |
| 30D | +5.7% | -24.3% | +30.0% | +1.0% |
| 3M | +50.4% | -3.6% | +54.1% | +54.7% |
| 6M | +65.5% | -12.0% | +77.4% | +68.4% |
| YTD | +48.3% | +1.4% | +46.9% | +58.4% |
| 1Y | +45.4% | -43.6% | +88.9% | +50.5% |
| All | +45.4% | -49.6% | +95.0% | +50.5% |
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 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