+325.6%
ZETA vs TYL
+1.8%
+323.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.3% | +7.6% |
| 7D | +13.2% | +4.3% | +8.9% | +9.9% |
| 30D | +6.0% | +28.0% | -22.0% | -11.2% |
| 3M | +27.3% | +32.3% | -5.0% | +3.9% |
| 6M | +104.6% | +29.9% | +74.7% | +67.8% |
| YTD | +72.3% | -7.1% | +79.4% | +78.3% |
| 1Y | +76.3% | -9.2% | +85.5% | +85.3% |
| 3Y | +325.6% | +0.7% | +324.9% | +308.8% |
| All | +325.6% | +1.8% | +323.8% | +308.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling