+239.5%
ZETA vs TXG
-63.1%
+302.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.6% | -2.4% |
| 7D | -3.7% | +9.5% | -13.2% | -6.7% |
| 30D | +5.7% | +18.8% | -13.1% | -0.8% |
| 3M | +50.4% | +136.1% | -85.7% | +9.1% |
| 6M | +65.5% | +235.2% | -169.8% | +4.2% |
| YTD | +48.3% | +320.5% | -272.2% | -14.3% |
| 1Y | +45.4% | +425.2% | -379.8% | -24.3% |
| 3Y | +270.8% | +42.9% | +227.9% | +184.0% |
| 5Y | +336.1% | -62.8% | +399.0% | +367.0% |
| All | +239.5% | -63.1% | +302.6% | +257.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling