+67.8%
ZETA vs TYL
-34.2%
+102.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -1.6% |
| 7D | +2.7% | -3.7% | +6.3% | +5.1% |
| 30D | +15.8% | +18.7% | -2.9% | +4.6% |
| 3M | +35.4% | +18.1% | +17.3% | +21.6% |
| 6M | +67.1% | -1.1% | +68.2% | +65.2% |
| YTD | +54.1% | -19.8% | +73.9% | +63.8% |
| 1Y | +67.8% | -34.3% | +102.1% | +101.4% |
| All | +67.8% | -34.2% | +102.0% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling