+324.5%
ZETA vs TXT
+24.0%
+300.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +8.2% |
| 7D | +18.8% | -0.8% | +19.6% | +19.4% |
| 30D | +12.6% | +13.4% | -0.8% | +3.2% |
| 3M | +29.5% | -2.5% | +32.0% | +30.2% |
| 6M | +128.6% | -6.2% | +134.8% | +132.4% |
| YTD | +85.5% | -1.3% | +86.8% | +78.2% |
| 1Y | +90.6% | +4.3% | +86.3% | +75.4% |
| 3Y | +358.0% | +13.2% | +344.8% | +283.7% |
| 5Y | +282.0% | +12.4% | +269.6% | +203.1% |
| All | +324.5% | +24.0% | +300.6% | +224.3% |
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