+95.4%
ZETA vs TEM
+61.6%
+33.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +2.7% | +0.9% | +1.7% | +2.5% |
| 30D | +15.8% | +38.4% | -22.6% | +6.4% |
| 3M | +35.4% | +23.7% | +11.8% | +26.8% |
| 6M | +67.1% | +26.0% | +41.1% | +55.0% |
| YTD | +54.1% | +9.4% | +44.6% | +46.8% |
| 1Y | +67.8% | -17.3% | +85.1% | +68.3% |
| All | +95.4% | +61.6% | +33.9% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling