+128.5%
ZETA vs TEM
+79.0%
+49.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.7% | +4.0% | -0.4% |
| 7D | +18.1% | -5.9% | +24.0% | +19.4% |
| 30D | +13.6% | +4.8% | +8.8% | +11.8% |
| 3M | +23.7% | +31.9% | -8.2% | +13.1% |
| 6M | +128.5% | +56.0% | +72.5% | +98.8% |
| YTD | +80.1% | +21.3% | +58.8% | +64.8% |
| 1Y | +98.0% | +5.4% | +92.6% | +86.3% |
| All | +128.5% | +79.0% | +49.5% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling