+243.8%
ZETA vs TENB
-24.5%
+268.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +3.3% |
| 7D | -6.5% | -7.1% | +0.6% | -2.4% |
| 30D | +4.8% | -15.4% | +20.2% | +14.4% |
| 3M | +53.3% | +19.5% | +33.8% | +32.6% |
| 6M | +66.8% | +54.8% | +12.0% | +22.5% |
| YTD | +50.2% | +36.1% | +14.0% | +18.4% |
| 1Y | +62.0% | +7.0% | +55.1% | +48.0% |
| 3Y | +276.4% | -27.6% | +303.9% | +313.6% |
| 5Y | +341.6% | -30.5% | +372.1% | +376.3% |
| All | +243.8% | -24.5% | +268.3% | +249.9% |
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