+243.8%
ZETA vs TW
+26.1%
+217.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | -6.5% | -2.7% | -3.8% | -5.1% |
| 30D | +4.8% | -1.7% | +6.6% | +5.8% |
| 3M | +53.3% | +1.6% | +51.7% | +51.0% |
| 6M | +66.8% | -17.7% | +84.5% | +84.5% |
| YTD | +50.2% | -4.3% | +54.5% | +50.8% |
| 1Y | +62.0% | -13.1% | +75.1% | +72.4% |
| 3Y | +276.4% | +20.3% | +256.1% | +199.4% |
| 5Y | +341.6% | +22.0% | +319.7% | +228.5% |
| All | +243.8% | +26.1% | +217.7% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling