+279.2%
ZETA vs TSN
+13.0%
+266.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | -2.4% | -5.0% | +2.6% | -2.3% |
| 30D | +15.6% | -9.1% | +24.7% | +16.2% |
| 3M | +41.5% | -7.4% | +48.9% | +42.0% |
| 6M | +63.4% | -13.4% | +76.8% | +63.8% |
| YTD | +51.3% | -8.5% | +59.8% | +50.4% |
| 1Y | +65.8% | -3.2% | +69.0% | +63.1% |
| 3Y | +279.2% | +11.5% | +267.7% | +212.9% |
| All | +279.2% | +13.0% | +266.2% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling