+90.5%
ZETA vs TEM
+46.9%
+43.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | -6.5% | -9.2% | +2.7% | -4.5% |
| 30D | +4.8% | +5.5% | -0.6% | +2.5% |
| 3M | +53.3% | +18.7% | +34.6% | +44.9% |
| 6M | +66.8% | +15.4% | +51.4% | +57.7% |
| YTD | +50.2% | -0.5% | +50.7% | +46.2% |
| 1Y | +62.0% | -24.8% | +86.9% | +66.0% |
| All | +90.5% | +46.9% | +43.7% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling