-72.9%
TTD vs ZETA
+318.9%
-391.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.6% | -4.0% | +0.8% |
| 7D | +20.8% | +18.8% | +2.0% | +13.4% |
| 30D | +33.8% | +12.6% | +21.2% | +28.1% |
| 3M | +17.8% | +29.5% | -11.6% | +6.9% |
| 6M | -25.7% | +128.6% | -154.3% | -46.2% |
| YTD | -57.9% | +85.5% | -143.4% | -67.5% |
| 1Y | -63.8% | +90.6% | -154.5% | -72.6% |
| 3Y | -75.0% | +358.0% | -433.0% | -89.8% |
| 5Y | -82.5% | +282.0% | -364.5% | -93.2% |
| All | -72.9% | +318.9% | -391.8% | -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 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