+239.5%
ZETA vs TDG
+105.3%
+134.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.1% |
| 7D | -3.7% | -1.9% | -1.9% | -2.5% |
| 30D | +5.7% | -7.7% | +13.4% | +11.8% |
| 3M | +50.4% | -9.3% | +59.8% | +59.4% |
| 6M | +65.5% | -9.4% | +74.8% | +73.6% |
| YTD | +48.3% | -14.3% | +62.6% | +61.4% |
| 1Y | +45.4% | -11.8% | +57.2% | +53.9% |
| 3Y | +270.8% | +52.0% | +218.8% | +141.6% |
| 5Y | +336.1% | +128.8% | +207.3% | +96.3% |
| All | +239.5% | +105.3% | +134.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling