+275.4%
ZETA vs TNA
+99.7%
+175.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.9% |
| 7D | -6.5% | -7.6% | +1.1% | -2.9% |
| 30D | +4.8% | -13.6% | +18.5% | +12.3% |
| 3M | +53.3% | +2.8% | +50.5% | +49.2% |
| 6M | +66.8% | +34.5% | +32.3% | +38.1% |
| YTD | +50.2% | +41.0% | +9.1% | +21.2% |
| 1Y | +62.0% | +52.0% | +10.0% | +25.7% |
| All | +275.4% | +99.7% | +175.7% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling