+14.1%
TTWO vs ZETA
+237.6%
-223.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.4% |
| 30D | -16.7% | +10.5% | -27.2% | -17.9% |
| 3M | -0.4% | +44.3% | -44.7% | -5.5% |
| 6M | -1.6% | +59.4% | -61.1% | -8.3% |
| YTD | -17.5% | +49.5% | -67.0% | -22.8% |
| 1Y | -14.8% | +62.7% | -77.5% | -21.5% |
| 3Y | +47.9% | +274.6% | -226.7% | +13.6% |
| 5Y | +34.5% | +349.3% | -314.9% | -3.8% |
| All | +14.1% | +237.6% | -223.5% | -20.6% |
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