-76.5%
TTD vs ZETA
+237.6%
-314.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | +3.7% | +10.5% | -6.8% | -0.2% |
| 3M | -30.2% | +44.3% | -74.5% | -39.8% |
| 6M | -51.4% | +59.4% | -110.8% | -59.9% |
| YTD | -63.4% | +49.5% | -112.9% | -69.4% |
| 1Y | -73.5% | +62.7% | -136.2% | -79.0% |
| 3Y | -83.5% | +274.6% | -358.1% | -92.7% |
| 5Y | -80.9% | +349.3% | -430.3% | -92.4% |
| All | -76.5% | +237.6% | -314.1% | -91.2% |
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