+273.7%
ZETA vs TTMI
+859.5%
-585.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.4% |
| 7D | -0.1% | +7.5% | -7.5% | -1.7% |
| 30D | +10.5% | -4.5% | +14.9% | +10.9% |
| 3M | +44.3% | -28.5% | +72.8% | +51.5% |
| 6M | +59.4% | +28.4% | +31.1% | +33.0% |
| YTD | +49.5% | +80.1% | -30.6% | +4.9% |
| 1Y | +62.7% | +161.0% | -98.4% | -4.7% |
| All | +273.7% | +859.5% | -585.7% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling