+303.6%
TD vs Z
-14.8%
+318.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -3.1% | -13.1% | +10.0% | -1.5% |
| 30D | +6.7% | +5.9% | +0.8% | +5.7% |
| 3M | +3.1% | -13.7% | +16.8% | +4.4% |
| 6M | +17.6% | -27.1% | +44.8% | +21.2% |
| YTD | +34.8% | -56.8% | +91.6% | +47.2% |
| 1Y | +55.6% | -60.2% | +115.8% | +71.3% |
| 3Y | +133.1% | -19.7% | +152.8% | +129.5% |
| 5Y | +104.7% | -53.7% | +158.4% | +108.5% |
| 10Y | +303.6% | -16.9% | +320.4% | +239.9% |
| All | +303.6% | -14.8% | +318.3% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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