+252.6%
ZETA vs TW
+30.7%
+222.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | +2.7% | -2.3% | +5.0% | +4.0% |
| 30D | +15.8% | +3.9% | +11.9% | +13.2% |
| 3M | +35.4% | +5.7% | +29.7% | +30.1% |
| 6M | +67.1% | -14.5% | +81.6% | +81.0% |
| YTD | +54.1% | -0.9% | +54.9% | +51.6% |
| 1Y | +67.8% | -13.5% | +81.3% | +79.5% |
| 3Y | +311.4% | +25.0% | +286.4% | +219.8% |
| 5Y | +324.8% | +22.7% | +302.1% | +212.0% |
| All | +252.6% | +30.7% | +222.0% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling