+344.5%
ZETA vs TDY
+39.0%
+305.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -2.2% |
| 7D | -3.7% | -1.1% | -2.6% | -2.9% |
| 30D | +5.7% | -12.0% | +17.8% | +16.3% |
| 3M | +50.4% | -3.2% | +53.6% | +52.5% |
| 6M | +65.5% | -7.9% | +73.3% | +73.4% |
| YTD | +48.3% | +18.2% | +30.1% | +24.4% |
| 1Y | +45.4% | +6.7% | +38.7% | +33.5% |
| 3Y | +270.8% | +47.5% | +223.2% | +157.2% |
| All | +344.5% | +39.0% | +305.4% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling