+45.4%
ZETA vs TDY
+10.5%
+34.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -1.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.2% |
| 30D | +5.7% | -12.0% | +17.8% | +12.1% |
| 3M | +50.4% | -3.2% | +53.6% | +51.3% |
| 6M | +65.5% | -7.9% | +73.3% | +70.2% |
| YTD | +48.3% | +18.2% | +30.1% | +18.7% |
| 1Y | +45.4% | +6.7% | +38.7% | +29.8% |
| All | +45.4% | +10.5% | +34.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling