+239.5%
ZETA vs TLN
+589.3%
-349.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.7% |
| 7D | -0.1% | +5.8% | -5.9% | -1.5% |
| 30D | +10.5% | -6.9% | +17.3% | +12.1% |
| 3M | +44.3% | -10.9% | +55.2% | +46.0% |
| 6M | +59.4% | -4.6% | +64.0% | +56.2% |
| YTD | +49.5% | -14.7% | +64.2% | +50.3% |
| 1Y | +62.7% | -17.9% | +80.6% | +65.0% |
| 3Y | +274.6% | +483.9% | -209.2% | +110.7% |
| All | +239.5% | +589.3% | -349.8% | +78.9% |
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