+252.6%
ZETA vs TXT
+14.0%
+238.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | +2.7% | -4.8% | +7.4% | +5.9% |
| 30D | +15.8% | -10.6% | +26.4% | +24.4% |
| 3M | +35.4% | -13.2% | +48.6% | +46.4% |
| 6M | +67.1% | -20.3% | +87.5% | +90.5% |
| YTD | +54.1% | -9.3% | +63.3% | +57.8% |
| 1Y | +67.8% | -2.7% | +70.5% | +63.0% |
| 3Y | +311.4% | +1.4% | +310.0% | +274.9% |
| 5Y | +324.8% | +9.6% | +315.2% | +252.6% |
| All | +252.6% | +14.0% | +238.6% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling