-34.3%
TLT vs ZETA
+232.9%
-267.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +6.2% | -8.0% | +14.2% | +6.3% |
| 3M | +0.1% | +21.4% | -21.3% | -0.2% |
| 6M | -3.0% | +80.1% | -83.1% | -3.8% |
| YTD | -2.7% | +52.5% | -55.2% | -3.5% |
| 1Y | -4.8% | +58.5% | -63.3% | -5.6% |
| 3Y | +6.9% | +281.7% | -274.8% | +4.0% |
| All | -34.3% | +232.9% | -267.3% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling