-32.8%
TLT vs ZETA
+306.8%
-339.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.4% |
| 7D | -3.1% | +18.1% | -21.2% | -3.2% |
| 30D | +1.0% | +13.6% | -12.5% | +0.9% |
| 3M | -2.7% | +23.7% | -26.5% | -2.9% |
| 6M | -4.1% | +128.5% | -132.6% | -4.9% |
| YTD | -5.4% | +80.1% | -85.5% | -6.0% |
| 1Y | -7.0% | +98.0% | -105.0% | -7.7% |
| 3Y | +2.8% | +348.6% | -345.8% | +1.2% |
| 5Y | -35.4% | +286.6% | -322.0% | -36.1% |
| All | -32.8% | +306.8% | -339.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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