-73.4%
TTD vs ZETA
+306.8%
-380.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +2.0% |
| 7D | +21.3% | +18.1% | +3.2% | +14.2% |
| 30D | +28.7% | +13.6% | +15.2% | +23.0% |
| 3M | +7.7% | +23.7% | -16.0% | -0.7% |
| 6M | -23.5% | +128.5% | -152.0% | -44.5% |
| YTD | -58.7% | +80.1% | -138.8% | -67.8% |
| 1Y | -63.4% | +98.0% | -161.4% | -72.6% |
| 3Y | -75.3% | +348.6% | -423.9% | -89.8% |
| 5Y | -84.4% | +286.6% | -371.0% | -93.9% |
| All | -73.4% | +306.8% | -380.2% | -90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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