+67.8%
ZETA vs TLN
-17.2%
+85.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.8% | -4.7% |
| 7D | +2.7% | +7.1% | -4.4% | +1.5% |
| 30D | +15.8% | -3.9% | +19.7% | +16.4% |
| 3M | +35.4% | -16.2% | +51.6% | +38.0% |
| 6M | +67.1% | -5.8% | +72.9% | +63.1% |
| YTD | +54.1% | -15.4% | +69.5% | +55.4% |
| 1Y | +67.8% | -16.7% | +84.5% | +73.0% |
| All | +67.8% | -17.2% | +85.0% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling