+273.7%
ZETA vs TD
+123.9%
+149.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.2% |
| 7D | -0.1% | -1.9% | +1.9% | +1.7% |
| 30D | +10.5% | -1.6% | +12.1% | +11.8% |
| 3M | +44.3% | +4.6% | +39.7% | +38.0% |
| 6M | +59.4% | +26.8% | +32.6% | +27.3% |
| YTD | +49.5% | +28.3% | +21.2% | +18.3% |
| 1Y | +62.7% | +60.4% | +2.2% | +6.5% |
| All | +273.7% | +123.9% | +149.8% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling