+273.7%
ZETA vs TW
+20.8%
+252.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | +10.5% | -0.6% | +11.1% | +10.7% |
| 3M | +44.3% | +3.4% | +40.9% | +42.1% |
| 6M | +59.4% | -18.4% | +77.9% | +71.9% |
| YTD | +49.5% | -3.9% | +53.4% | +51.0% |
| 1Y | +62.7% | -13.3% | +76.0% | +71.7% |
| All | +273.7% | +20.8% | +252.9% | +240.9% |
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