+319.2%
ZETA vs TT
+146.2%
+173.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | +26.5% | +8.1% | +18.4% | +21.2% |
| 30D | +10.3% | -11.3% | +21.6% | +17.7% |
| 3M | +30.5% | -11.2% | +41.7% | +38.8% |
| 6M | +129.4% | -8.9% | +138.3% | +136.9% |
| YTD | +83.1% | +9.7% | +73.4% | +63.5% |
| 1Y | +82.1% | +1.3% | +80.8% | +72.3% |
| 3Y | +352.3% | +93.4% | +259.0% | +175.6% |
| 5Y | +293.1% | +133.5% | +159.6% | +70.7% |
| All | +319.2% | +146.2% | +173.0% | +75.9% |
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 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