+312.3%
ZETA vs TENB
-3.9%
+316.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | +18.1% | -3.3% | +21.4% | +20.1% |
| 30D | +13.6% | +6.9% | +6.6% | +7.9% |
| 3M | +23.7% | +1.8% | +21.9% | +17.8% |
| 6M | +128.5% | +98.1% | +30.4% | +41.6% |
| YTD | +80.1% | +73.2% | +6.9% | +19.6% |
| 1Y | +98.0% | +50.7% | +47.3% | +43.3% |
| 3Y | +348.6% | +9.3% | +339.3% | +282.4% |
| 5Y | +286.6% | -25.1% | +311.7% | +291.9% |
| All | +312.3% | -3.9% | +316.2% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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