+65.8%
ZETA vs TT
+8.3%
+57.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.4% | +1.6% | -4.0% | -2.6% |
| 30D | +15.6% | -7.3% | +22.9% | +16.3% |
| 3M | +41.5% | -2.6% | +44.1% | +40.6% |
| 6M | +63.4% | +5.9% | +57.5% | +58.3% |
| YTD | +51.3% | +15.4% | +35.9% | +41.7% |
| 1Y | +65.8% | +8.2% | +57.6% | +66.4% |
| All | +65.8% | +8.3% | +57.5% | +66.4% |
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