+252.6%
ZETA vs TSN
-21.8%
+274.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +2.7% | -6.3% | +9.0% | +3.8% |
| 30D | +15.8% | -10.8% | +26.6% | +18.3% |
| 3M | +35.4% | -8.8% | +44.2% | +37.5% |
| 6M | +67.1% | -16.8% | +83.9% | +72.2% |
| YTD | +54.1% | -10.0% | +64.0% | +55.1% |
| 1Y | +67.8% | -5.3% | +73.1% | +66.2% |
| 3Y | +311.4% | +8.5% | +302.9% | +276.4% |
| 5Y | +324.8% | -22.9% | +347.7% | +361.9% |
| All | +252.6% | -21.8% | +274.5% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling