+297.1%
TD vs Z
-5.7%
+302.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | -1.9% | -7.1% | +5.1% | -1.1% |
| 30D | -1.6% | -4.8% | +3.2% | -1.2% |
| 3M | +4.6% | -9.3% | +14.0% | +5.4% |
| 6M | +26.8% | -29.0% | +55.8% | +31.3% |
| YTD | +28.3% | -52.9% | +81.2% | +39.1% |
| 1Y | +60.4% | -63.1% | +123.6% | +78.6% |
| 3Y | +125.7% | -36.9% | +162.6% | +129.6% |
| 5Y | +122.4% | -65.5% | +187.9% | +133.5% |
| 10Y | +297.1% | -3.9% | +300.9% | +230.5% |
| All | +297.1% | -5.7% | +302.8% | +230.5% |
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