+246.3%
ZETA vs TT
+158.9%
+87.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -2.4% | +1.6% | -4.0% | -3.3% |
| 30D | +15.6% | -7.3% | +22.9% | +20.6% |
| 3M | +41.5% | -2.6% | +44.1% | +41.7% |
| 6M | +63.4% | +5.9% | +57.5% | +53.3% |
| YTD | +51.3% | +15.4% | +35.9% | +32.0% |
| 1Y | +65.8% | +8.2% | +57.6% | +51.4% |
| 3Y | +279.2% | +122.7% | +156.5% | +111.5% |
| 5Y | +341.8% | +145.0% | +196.8% | +80.9% |
| All | +246.3% | +158.9% | +87.4% | +42.0% |
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