+381.0%
TD vs Z
+4.8%
+376.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.4% |
| 7D | -0.7% | -6.5% | +5.8% | 0.0% |
| 30D | +7.6% | -0.1% | +7.7% | +7.4% |
| 3M | +3.0% | -14.1% | +17.1% | +4.3% |
| 6M | +16.8% | -30.1% | +46.9% | +20.9% |
| YTD | +34.3% | -57.5% | +91.9% | +46.9% |
| 1Y | +56.0% | -60.3% | +116.3% | +71.6% |
| 3Y | +132.4% | -21.0% | +153.4% | +129.3% |
| 5Y | +103.7% | -54.9% | +158.6% | +108.2% |
| 10Y | +299.2% | -16.0% | +315.2% | +234.8% |
| All | +381.0% | +4.8% | +376.1% | +285.3% |
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