+349.3%
ZETA vs TXG
-63.6%
+412.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.1% |
| 7D | -0.1% | +9.1% | -9.2% | -3.0% |
| 30D | +10.5% | +14.9% | -4.4% | +4.8% |
| 3M | +44.3% | +120.0% | -75.7% | +7.0% |
| 6M | +59.4% | +221.8% | -162.4% | +1.4% |
| YTD | +49.5% | +312.6% | -263.1% | -13.6% |
| 1Y | +62.7% | +398.4% | -335.8% | -14.4% |
| 3Y | +274.6% | +42.1% | +232.5% | +187.4% |
| 5Y | +349.3% | -63.5% | +412.8% | +411.7% |
| All | +349.3% | -63.6% | +412.9% | +411.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling