-5.8%
TLT vs ZETA
+74.8%
-80.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.2% | -9.5% | -1.4% |
| 7D | -0.3% | +13.2% | -13.5% | -0.5% |
| 30D | +3.7% | +6.0% | -2.3% | +3.6% |
| 3M | -0.7% | +27.3% | -28.0% | -1.2% |
| 6M | -4.2% | +104.6% | -108.8% | -5.7% |
| YTD | -4.0% | +72.3% | -76.3% | -5.2% |
| 1Y | -5.8% | +76.3% | -82.2% | -7.3% |
| All | -5.8% | +74.8% | -80.7% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling