+67.8%
ZETA vs TEM
-15.5%
+83.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +2.7% | +0.9% | +1.7% | +2.4% |
| 30D | +15.8% | +38.4% | -22.6% | +1.9% |
| 3M | +35.4% | +23.7% | +11.8% | +22.9% |
| 6M | +67.1% | +26.0% | +41.1% | +48.1% |
| YTD | +54.1% | +9.4% | +44.6% | +42.2% |
| 1Y | +67.8% | -17.3% | +85.1% | +63.2% |
| All | +67.8% | -15.5% | +83.3% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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