+341.8%
ZETA vs TXT
+12.6%
+329.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +15.6% | -11.1% | +26.6% | +24.7% |
| 3M | +41.5% | -13.0% | +54.5% | +53.0% |
| 6M | +63.4% | -16.2% | +79.6% | +80.2% |
| YTD | +51.3% | -8.7% | +60.0% | +54.3% |
| 1Y | +65.8% | -3.8% | +69.6% | +62.2% |
| 3Y | +279.2% | +5.5% | +273.7% | +232.3% |
| 5Y | +341.8% | +12.3% | +329.5% | +260.9% |
| All | +341.8% | +12.6% | +329.2% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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