+89.7%
ZETA vs TEM
+53.2%
+36.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.1% |
| 7D | -0.1% | -1.1% | +1.0% | +0.2% |
| 30D | +10.5% | +11.3% | -0.8% | +6.8% |
| 3M | +44.3% | +25.5% | +18.8% | +34.7% |
| 6M | +59.4% | +17.1% | +42.3% | +50.3% |
| YTD | +49.5% | +3.8% | +45.7% | +44.2% |
| 1Y | +62.7% | -24.4% | +87.0% | +66.3% |
| All | +89.7% | +53.2% | +36.5% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling