-3.6%
TLT vs ZETA
+124.4%
-127.9%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | 0.0% |
| 7D | -1.0% | +18.8% | -19.8% | -1.2% |
| 30D | +3.7% | +12.6% | -8.9% | +3.6% |
| 3M | -0.8% | +29.5% | -30.2% | -1.2% |
| 6M | -3.6% | +128.6% | -132.2% | -5.1% |
| All | -3.6% | +124.4% | -127.9% | -5.1% |
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 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