+243.8%
ZETA vs TTMI
+704.9%
-461.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -6.5% | +6.0% | -12.5% | -8.2% |
| 30D | +4.8% | -6.4% | +11.3% | +5.9% |
| 3M | +53.3% | -28.9% | +82.3% | +62.8% |
| 6M | +66.8% | +26.9% | +39.9% | +36.0% |
| YTD | +50.2% | +77.3% | -27.1% | +1.8% |
| 1Y | +62.0% | +147.5% | -85.5% | -7.7% |
| 3Y | +276.4% | +847.6% | -571.3% | +7.8% |
| 5Y | +341.6% | +802.2% | -460.6% | +6.5% |
| All | +243.8% | +704.9% | -461.1% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling