+252.6%
ZETA vs TYL
-11.7%
+264.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -0.8% |
| 7D | +2.7% | -3.7% | +6.3% | +5.9% |
| 30D | +15.8% | +18.7% | -2.9% | +0.5% |
| 3M | +35.4% | +18.1% | +17.3% | +16.2% |
| 6M | +67.1% | -1.1% | +68.2% | +66.6% |
| YTD | +54.1% | -19.8% | +73.9% | +81.6% |
| 1Y | +67.8% | -34.3% | +102.1% | +133.8% |
| 3Y | +311.4% | -8.2% | +319.6% | +314.4% |
| 5Y | +324.8% | -25.4% | +350.2% | +402.9% |
| All | +252.6% | -11.7% | +264.4% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling