+294.9%
ZETA vs TTMI
+416.2%
-121.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | +18.1% | +11.4% | +6.7% | +14.7% |
| 30D | +13.6% | -28.3% | +41.9% | +20.7% |
| 3M | +23.7% | -46.7% | +70.4% | +40.1% |
| 6M | +128.5% | -56.1% | +184.6% | +161.7% |
| YTD | +80.1% | +7.4% | +72.7% | +35.4% |
| 1Y | +98.0% | +17.4% | +80.6% | +40.8% |
| 3Y | +348.6% | +429.1% | -80.6% | +51.5% |
| All | +294.9% | +416.2% | -121.3% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling