+312.3%
ZETA vs TTMI
+387.4%
-75.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.9% |
| 7D | +18.1% | +11.4% | +6.7% | +14.6% |
| 30D | +13.6% | -28.3% | +41.9% | +20.9% |
| 3M | +23.7% | -46.7% | +70.4% | +40.5% |
| 6M | +128.5% | -56.1% | +184.6% | +162.4% |
| YTD | +80.1% | +7.4% | +72.7% | +34.7% |
| 1Y | +98.0% | +17.4% | +80.6% | +40.0% |
| 3Y | +348.6% | +429.1% | -80.6% | +48.0% |
| 5Y | +286.6% | +418.8% | -132.2% | +15.7% |
| All | +312.3% | +387.4% | -75.1% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling