+270.8%
ZETA vs TDG
+52.1%
+218.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.9% |
| 7D | -3.7% | -1.9% | -1.9% | -2.7% |
| 30D | +5.7% | -7.7% | +13.4% | +10.4% |
| 3M | +50.4% | -9.3% | +59.8% | +57.4% |
| 6M | +65.5% | -9.4% | +74.8% | +71.9% |
| YTD | +48.3% | -14.3% | +62.6% | +58.8% |
| 1Y | +45.4% | -11.8% | +57.2% | +52.2% |
| 3Y | +270.8% | +52.0% | +218.8% | +169.2% |
| All | +270.8% | +52.1% | +218.6% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling