+293.1%
ZETA vs TW
+41.5%
+251.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | +26.5% | +3.2% | +23.3% | +24.4% |
| 30D | +10.3% | +19.7% | -9.4% | -0.2% |
| 3M | +30.5% | +26.8% | +3.7% | +14.2% |
| 6M | +129.4% | +20.9% | +108.5% | +104.5% |
| YTD | +83.1% | +22.9% | +60.3% | +59.9% |
| 1Y | +82.1% | +20.4% | +61.7% | +61.1% |
| 3Y | +352.3% | +42.9% | +309.4% | +233.7% |
| 5Y | +293.1% | +40.2% | +252.9% | +180.0% |
| All | +293.1% | +41.5% | +251.7% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling