+356.2%
ZETA vs TW
+42.9%
+313.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | +26.5% | +3.2% | +23.3% | +25.1% |
| 30D | +10.3% | +19.7% | -9.4% | +3.1% |
| 3M | +30.5% | +26.8% | +3.7% | +19.3% |
| 6M | +129.4% | +20.9% | +108.5% | +112.8% |
| YTD | +83.1% | +22.9% | +60.3% | +68.6% |
| 1Y | +82.1% | +20.4% | +61.7% | +69.2% |
| All | +356.2% | +42.9% | +313.3% | +277.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling