+67.8%
ZETA vs TTMI
+171.3%
-103.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -4.5% |
| 7D | +2.7% | +5.9% | -3.2% | +2.3% |
| 30D | +15.8% | -4.3% | +20.1% | +16.0% |
| 3M | +35.4% | -32.0% | +67.5% | +38.8% |
| 6M | +67.1% | +19.5% | +47.7% | +50.6% |
| YTD | +54.1% | +82.0% | -28.0% | +20.3% |
| 1Y | +67.8% | +172.6% | -104.8% | +20.1% |
| All | +67.8% | +171.3% | -103.4% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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