+90.3%
ZETA vs TT
-6.5%
+96.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.7% |
| 7D | -5.0% | -8.5% | +3.5% | -4.7% |
| 30D | -3.3% | -12.8% | +9.5% | -3.0% |
| 3M | +31.0% | -12.9% | +43.9% | +31.6% |
| 6M | +72.2% | -15.2% | +87.4% | +72.2% |
| YTD | +56.2% | +6.2% | +50.0% | +49.7% |
| 1Y | +90.3% | -4.5% | +94.8% | +123.9% |
| All | +90.3% | -6.5% | +96.8% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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