+67.8%
ZETA vs TXG
+372.5%
-304.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | +2.7% | +1.8% | +0.8% | +2.2% |
| 30D | +15.8% | +32.0% | -16.2% | +7.7% |
| 3M | +35.4% | +87.0% | -51.6% | +13.8% |
| 6M | +67.1% | +180.1% | -113.0% | +23.1% |
| YTD | +54.1% | +284.1% | -230.1% | +3.2% |
| 1Y | +67.8% | +361.7% | -293.9% | +6.1% |
| All | +67.8% | +372.5% | -304.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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