+202.4%
ZETA vs TT
+129.2%
+73.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +3.9% |
| 7D | -0.4% | -2.0% | +1.6% | +0.8% |
| 30D | -8.0% | -14.0% | +6.0% | +0.1% |
| 3M | +21.4% | -15.9% | +37.3% | +33.4% |
| 6M | +80.1% | -17.3% | +97.4% | +97.1% |
| YTD | +52.5% | +4.0% | +48.5% | +39.5% |
| 1Y | +58.5% | -7.1% | +65.6% | +57.7% |
| 3Y | +281.7% | +90.2% | +191.4% | +124.5% |
| All | +202.4% | +129.2% | +73.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling