+90.3%
ZETA vs TYL
-10.1%
+100.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | 0.0% |
| 7D | -5.0% | +17.3% | -22.3% | -13.6% |
| 30D | -3.3% | +28.9% | -32.2% | -17.5% |
| 3M | +31.0% | +35.1% | -4.1% | +8.3% |
| 6M | +72.2% | +29.3% | +42.8% | +45.2% |
| YTD | +56.2% | -6.8% | +62.9% | +53.8% |
| 1Y | +90.3% | -9.9% | +100.2% | +85.9% |
| All | +90.3% | -10.1% | +100.4% | +85.9% |
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