+90.3%
ZETA vs TNA
+37.5%
+52.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.6% |
| 7D | -5.0% | +2.4% | -7.4% | -6.1% |
| 30D | -3.3% | -0.9% | -2.4% | -3.2% |
| 3M | +31.0% | -19.2% | +50.2% | +43.6% |
| 6M | +72.2% | -0.8% | +73.0% | +64.8% |
| YTD | +56.2% | +33.2% | +23.0% | +19.6% |
| 1Y | +90.3% | +38.5% | +51.8% | +39.0% |
| All | +90.3% | +37.5% | +52.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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