+246.3%
ZETA vs TNA
-29.1%
+275.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.1% |
| 7D | -2.4% | +4.1% | -6.5% | -4.4% |
| 30D | +15.6% | -7.6% | +23.2% | +19.9% |
| 3M | +41.5% | +8.1% | +33.4% | +34.5% |
| 6M | +63.4% | +49.0% | +14.4% | +29.1% |
| YTD | +51.3% | +51.7% | -0.4% | +18.2% |
| 1Y | +65.8% | +59.6% | +6.2% | +25.9% |
| 3Y | +279.2% | +118.9% | +160.3% | +123.4% |
| 5Y | +341.8% | -19.2% | +360.9% | +268.2% |
| All | +246.3% | -29.1% | +275.5% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling