+125.5%
TD vs Z
-67.0%
+192.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.2% |
| 7D | +0.9% | -3.3% | +4.1% | +1.2% |
| 30D | -0.7% | -3.7% | +3.1% | -0.4% |
| 3M | +6.3% | -7.0% | +13.2% | +6.6% |
| 6M | +27.9% | -29.5% | +57.4% | +32.1% |
| YTD | +29.8% | -52.6% | +82.4% | +39.4% |
| 1Y | +63.7% | -64.0% | +127.7% | +80.6% |
| 3Y | +128.3% | -36.4% | +164.8% | +132.0% |
| 5Y | +125.5% | -65.8% | +191.3% | +119.8% |
| All | +125.5% | -67.0% | +192.5% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling