-4.2%
TLT vs ZETA
+63.2%
-67.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | 0.0% | +10.5% | -10.5% | -0.1% |
| 3M | -2.9% | +44.3% | -47.2% | -3.2% |
| 6M | -6.3% | +59.4% | -65.7% | -6.8% |
| YTD | -3.3% | +49.5% | -52.8% | -3.8% |
| 1Y | -4.2% | +62.7% | -66.9% | -4.7% |
| All | -4.2% | +63.2% | -67.4% | -4.7% |
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