+252.6%
ZETA vs TT
+160.0%
+92.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +15.8% | -7.4% | +23.2% | +20.9% |
| 3M | +35.4% | -3.2% | +38.6% | +36.2% |
| 6M | +67.1% | +1.1% | +66.0% | +61.5% |
| YTD | +54.1% | +15.6% | +38.4% | +34.2% |
| 1Y | +67.8% | +9.2% | +58.7% | +52.3% |
| 3Y | +311.4% | +124.4% | +187.0% | +127.9% |
| 5Y | +324.8% | +138.0% | +186.8% | +71.2% |
| All | +252.6% | +160.0% | +92.6% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling