+349.3%
ZETA vs TTMI
+806.9%
-457.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.1% |
| 7D | -0.1% | +7.5% | -7.5% | -2.3% |
| 30D | +10.5% | -4.5% | +14.9% | +10.9% |
| 3M | +44.3% | -28.5% | +72.8% | +53.1% |
| 6M | +59.4% | +28.4% | +31.1% | +29.7% |
| YTD | +49.5% | +80.1% | -30.6% | +0.8% |
| 1Y | +62.7% | +161.0% | -98.4% | -9.4% |
| 3Y | +274.6% | +862.4% | -587.8% | +6.7% |
| 5Y | +349.3% | +812.9% | -463.6% | +14.1% |
| All | +349.3% | +806.9% | -457.6% | +14.1% |
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 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