-10.8%
TTWO vs ZETA
+68.7%
-79.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +1.0% |
| 7D | -8.8% | +2.7% | -11.4% | -9.3% |
| 30D | -8.6% | +15.8% | -24.4% | -11.4% |
| 3M | -0.9% | +35.4% | -36.3% | -7.5% |
| 6M | -0.5% | +67.1% | -67.6% | -12.1% |
| YTD | -16.1% | +54.1% | -70.2% | -26.3% |
| 1Y | -10.8% | +67.8% | -78.6% | -22.2% |
| All | -10.8% | +68.7% | -79.5% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling