+242.2%
ZETA vs TSN
-21.3%
+263.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.1% | -7.3% | +7.2% | +1.3% |
| 30D | +10.5% | -8.6% | +19.1% | +12.3% |
| 3M | +44.3% | -7.5% | +51.8% | +46.2% |
| 6M | +59.4% | -14.1% | +73.6% | +63.0% |
| YTD | +49.5% | -9.4% | +58.9% | +50.3% |
| 1Y | +62.7% | -4.1% | +66.8% | +60.6% |
| 3Y | +274.6% | +10.3% | +264.3% | +241.1% |
| 5Y | +349.3% | -19.7% | +369.1% | +386.3% |
| All | +242.2% | -21.3% | +263.5% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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