+348.6%
ZETA vs TT
+91.4%
+257.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.0% |
| 7D | +18.1% | +4.0% | +14.1% | +16.0% |
| 30D | +13.6% | -11.3% | +24.9% | +19.9% |
| 3M | +23.7% | -12.3% | +36.0% | +31.1% |
| 6M | +128.5% | -10.8% | +139.3% | +136.9% |
| YTD | +80.1% | +8.2% | +71.9% | +60.7% |
| 1Y | +98.0% | +1.5% | +96.5% | +85.7% |
| 3Y | +348.6% | +91.5% | +257.1% | +172.4% |
| All | +348.6% | +91.4% | +257.2% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling