+324.5%
ZETA vs TT
+146.6%
+177.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.7% | +7.1% |
| 7D | +18.8% | +3.5% | +15.3% | +16.7% |
| 30D | +12.6% | -11.0% | +23.7% | +20.0% |
| 3M | +29.5% | -12.0% | +41.5% | +38.4% |
| 6M | +128.6% | -10.4% | +139.0% | +138.6% |
| YTD | +85.5% | +9.9% | +75.5% | +65.4% |
| 1Y | +90.6% | +1.5% | +89.1% | +80.2% |
| 3Y | +358.0% | +93.7% | +264.3% | +178.8% |
| 5Y | +282.0% | +139.2% | +142.7% | +65.2% |
| All | +324.5% | +146.6% | +177.9% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling