+382.4%
TD vs Z
+10.9%
+371.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +1.0% |
| 7D | -0.6% | -5.2% | +4.5% | -0.1% |
| 30D | +7.9% | +5.7% | +2.2% | +7.0% |
| 3M | +3.1% | -8.7% | +11.9% | +3.7% |
| 6M | +17.2% | -26.0% | +43.2% | +20.5% |
| YTD | +34.7% | -55.0% | +89.8% | +46.3% |
| 1Y | +56.9% | -58.0% | +114.9% | +71.5% |
| 3Y | +134.7% | -15.2% | +149.9% | +129.7% |
| 5Y | +104.8% | -53.8% | +158.6% | +108.8% |
| 10Y | +305.8% | -14.5% | +320.3% | +239.6% |
| All | +382.4% | +10.9% | +371.5% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling