+252.6%
ZETA vs TTMI
+726.3%
-473.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -6.5% |
| 7D | +2.7% | +5.9% | -3.2% | +0.8% |
| 30D | +15.8% | -4.3% | +20.1% | +16.1% |
| 3M | +35.4% | -32.0% | +67.5% | +46.1% |
| 6M | +67.1% | +19.5% | +47.7% | +39.3% |
| YTD | +54.1% | +82.0% | -28.0% | +3.7% |
| 1Y | +67.8% | +172.6% | -104.8% | -8.2% |
| 3Y | +311.4% | +744.7% | -433.2% | +24.9% |
| 5Y | +324.8% | +805.6% | -480.8% | +1.0% |
| All | +252.6% | +726.3% | -473.7% | -26.4% |
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 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