+202.4%
ZETA vs TYL
-21.3%
+223.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +7.1% |
| 7D | -0.4% | +6.7% | -7.1% | -5.8% |
| 30D | -8.0% | +26.5% | -34.6% | -25.1% |
| 3M | +21.4% | +37.3% | -15.9% | -8.1% |
| 6M | +80.1% | +31.2% | +48.9% | +39.8% |
| YTD | +52.5% | -7.4% | +59.8% | +57.3% |
| 1Y | +58.5% | -9.6% | +68.0% | +66.8% |
| 3Y | +281.7% | +1.9% | +279.8% | +249.0% |
| All | +202.4% | -21.3% | +223.7% | +253.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling