+349.3%
ZETA vs TD
+123.1%
+226.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.2% |
| 7D | -0.1% | -1.9% | +1.9% | +1.8% |
| 30D | +10.5% | -1.6% | +12.1% | +11.9% |
| 3M | +44.3% | +4.6% | +39.7% | +37.8% |
| 6M | +59.4% | +26.8% | +32.6% | +27.1% |
| YTD | +49.5% | +28.3% | +21.2% | +18.1% |
| 1Y | +62.7% | +60.4% | +2.2% | +5.3% |
| 3Y | +274.6% | +125.7% | +148.9% | +78.0% |
| 5Y | +349.3% | +122.4% | +227.0% | +83.3% |
| All | +349.3% | +123.1% | +226.3% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling