-5.6%
TLT vs ZETA
+71.2%
-76.8%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.3% |
| 7D | -0.4% | +2.7% | -3.1% | -0.5% |
| 30D | -0.6% | +15.8% | -16.4% | -1.1% |
| 3M | -2.7% | +35.4% | -38.2% | -3.8% |
| 6M | -5.6% | +67.1% | -72.7% | -7.2% |
| All | -5.6% | +71.2% | -76.8% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling