+264.7%
ZETA vs TYL
+1.4%
+263.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.9% |
| 7D | +6.2% | +3.5% | +2.7% | +3.0% |
| 30D | -2.0% | +26.9% | -28.9% | -20.3% |
| 3M | +21.7% | +33.8% | -12.1% | -5.8% |
| 6M | +89.1% | +28.8% | +60.3% | +49.4% |
| YTD | +59.3% | -7.9% | +67.2% | +64.9% |
| 1Y | +66.2% | -9.8% | +75.9% | +74.9% |
| 3Y | +297.3% | +1.2% | +296.1% | +266.3% |
| 5Y | +227.5% | -22.8% | +250.3% | +272.8% |
| All | +264.7% | +1.4% | +263.3% | +331.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling