+316.0%
ZETA vs TLN
+733.8%
-417.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.8% |
| 7D | +26.5% | +22.3% | +4.2% | +20.5% |
| 30D | +10.3% | +1.2% | +9.1% | +9.6% |
| 3M | +30.5% | +5.9% | +24.6% | +27.6% |
| 6M | +129.4% | +3.2% | +126.1% | +122.2% |
| YTD | +83.1% | +3.2% | +80.0% | +74.5% |
| 1Y | +82.1% | +5.2% | +76.9% | +72.1% |
| 3Y | +352.3% | +606.3% | -254.0% | +140.7% |
| All | +316.0% | +733.8% | -417.9% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling