+264.7%
ZETA vs TT
+144.2%
+120.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.7% | -0.2% | +1.8% |
| 7D | +6.2% | +1.7% | +4.5% | +5.3% |
| 30D | -2.0% | -11.8% | +9.8% | +4.9% |
| 3M | +21.7% | -12.6% | +34.3% | +30.5% |
| 6M | +89.1% | -9.4% | +98.5% | +95.7% |
| YTD | +59.3% | +8.8% | +50.5% | +42.9% |
| 1Y | +66.2% | -2.5% | +68.7% | +61.2% |
| 3Y | +297.3% | +95.7% | +201.6% | +139.9% |
| 5Y | +227.5% | +135.7% | +91.7% | +42.5% |
| All | +264.7% | +144.2% | +120.5% | +53.7% |
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