+252.6%
ZETA vs TD
+105.9%
+146.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -2.9% |
| 7D | +2.7% | +0.3% | +2.3% | +2.4% |
| 30D | +15.8% | +0.4% | +15.4% | +15.2% |
| 3M | +35.4% | +7.6% | +27.8% | +26.3% |
| 6M | +67.1% | +25.0% | +42.1% | +35.9% |
| YTD | +54.1% | +31.0% | +23.0% | +20.4% |
| 1Y | +67.8% | +65.2% | +2.6% | +7.5% |
| 3Y | +311.4% | +122.5% | +188.9% | +103.5% |
| 5Y | +324.8% | +124.8% | +200.0% | +118.2% |
| All | +252.6% | +105.9% | +146.7% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling