+92.0%
ZETA vs TEM
+60.7%
+31.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -2.4% | +3.2% | -5.7% | -3.1% |
| 30D | +15.6% | +23.5% | -7.9% | +9.1% |
| 3M | +41.5% | +32.3% | +9.2% | +30.5% |
| 6M | +63.4% | +23.0% | +40.4% | +52.4% |
| YTD | +51.3% | +8.9% | +42.4% | +44.4% |
| 1Y | +65.8% | -19.9% | +85.7% | +67.4% |
| All | +92.0% | +60.7% | +31.2% | +65.3% |
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