+246.3%
ZETA vs TDG
+106.1%
+140.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | +15.6% | -6.5% | +22.1% | +21.2% |
| 3M | +41.5% | -5.1% | +46.6% | +44.7% |
| 6M | +63.4% | -11.5% | +75.0% | +74.7% |
| YTD | +51.3% | -13.9% | +65.2% | +64.2% |
| 1Y | +65.8% | -11.5% | +77.3% | +75.0% |
| 3Y | +279.2% | +53.7% | +225.5% | +144.9% |
| 5Y | +341.8% | +135.5% | +206.2% | +95.2% |
| All | +246.3% | +106.1% | +140.2% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling