+98.0%
ZETA vs TYL
-8.8%
+106.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +18.1% | +0.8% | +17.3% | +17.6% |
| 30D | +13.6% | +21.1% | -7.5% | +0.2% |
| 3M | +23.7% | +28.9% | -5.2% | +4.5% |
| 6M | +128.5% | +42.0% | +86.5% | +79.8% |
| YTD | +80.1% | -6.6% | +86.7% | +88.4% |
| 1Y | +98.0% | -9.1% | +107.1% | +109.9% |
| All | +98.0% | -8.8% | +106.8% | +109.9% |
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