+319.2%
ZETA vs TSN
-9.9%
+329.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +26.5% | -1.4% | +27.9% | +26.8% |
| 30D | +10.3% | +10.2% | +0.1% | +8.2% |
| 3M | +30.5% | +7.2% | +23.4% | +28.4% |
| 6M | +129.4% | -10.6% | +139.9% | +134.2% |
| YTD | +83.1% | +3.7% | +79.4% | +79.2% |
| 1Y | +82.1% | +13.5% | +68.6% | +73.5% |
| 3Y | +352.3% | +40.1% | +312.2% | +287.2% |
| 5Y | +293.1% | -14.5% | +307.6% | +313.4% |
| All | +319.2% | -9.9% | +329.1% | +346.7% |
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