-75.6%
TTD vs ZETA
+247.9%
-323.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -2.9% |
| 7D | +6.3% | +2.7% | +3.7% | +5.2% |
| 30D | -23.9% | +15.8% | -39.7% | -28.3% |
| 3M | -31.4% | +35.4% | -66.8% | -39.4% |
| 6M | -42.7% | +67.1% | -109.8% | -53.5% |
| YTD | -62.0% | +54.1% | -116.0% | -68.6% |
| 1Y | -72.2% | +67.8% | -140.0% | -78.2% |
| 3Y | -81.9% | +311.4% | -393.4% | -92.4% |
| 5Y | -81.5% | +324.8% | -406.3% | -92.7% |
| All | -75.6% | +247.9% | -323.5% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling