+344.5%
ZETA vs TNA
-23.3%
+367.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -3.7% | -7.3% | +3.5% | -0.1% |
| 30D | +5.7% | -14.2% | +19.9% | +13.8% |
| 3M | +50.4% | -4.6% | +55.0% | +52.3% |
| 6M | +65.5% | +36.9% | +28.5% | +35.5% |
| YTD | +48.3% | +42.5% | +5.8% | +18.7% |
| 1Y | +45.4% | +45.8% | -0.4% | +14.6% |
| 3Y | +270.8% | +104.7% | +166.1% | +121.9% |
| All | +344.5% | -23.3% | +367.8% | +299.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling