-80.6%
TTD vs ZETA
+343.0%
-423.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.2% |
| 7D | +1.7% | -2.4% | +4.2% | +2.6% |
| 30D | +1.6% | +15.6% | -14.0% | -4.1% |
| 3M | -27.8% | +41.5% | -69.3% | -37.6% |
| 6M | -52.1% | +63.4% | -115.5% | -61.2% |
| YTD | -63.1% | +51.3% | -114.4% | -69.5% |
| 1Y | -73.1% | +65.8% | -138.9% | -79.0% |
| 3Y | -83.3% | +279.2% | -362.5% | -93.1% |
| 5Y | -80.6% | +341.8% | -422.4% | -93.0% |
| All | -80.6% | +343.0% | -423.6% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling