-74.7%
TTD vs ZETA
+259.8%
-334.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.5% | +11.0% | +13.8% |
| 7D | +19.0% | +6.2% | +12.7% | +16.5% |
| 30D | +23.6% | -2.0% | +25.6% | +24.6% |
| 3M | +8.2% | +21.7% | -13.5% | +0.4% |
| 6M | -35.3% | +89.1% | -124.5% | -49.7% |
| YTD | -60.7% | +59.3% | -120.0% | -67.9% |
| 1Y | -65.3% | +66.2% | -131.5% | -72.3% |
| 3Y | -80.6% | +297.3% | -377.9% | -91.6% |
| 5Y | -84.6% | +227.5% | -312.1% | -93.7% |
| All | -74.7% | +259.8% | -334.5% | -90.8% |
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