+356.2%
ZETA vs TD
+132.9%
+223.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | +26.5% | +0.6% | +25.9% | +25.9% |
| 30D | +10.3% | +5.0% | +5.3% | +6.2% |
| 3M | +30.5% | +1.1% | +29.4% | +29.4% |
| 6M | +129.4% | +16.5% | +112.9% | +98.4% |
| YTD | +83.1% | +34.3% | +48.9% | +38.4% |
| 1Y | +82.1% | +52.9% | +29.2% | +22.3% |
| All | +356.2% | +132.9% | +223.3% | +116.9% |
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