+369.0%
TD vs Z
+25.1%
+343.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -1.1% |
| 7D | +0.3% | -3.0% | +3.3% | +0.7% |
| 30D | +0.4% | -4.2% | +4.6% | +0.7% |
| 3M | +7.6% | -3.7% | +11.3% | +7.7% |
| 6M | +25.0% | -24.5% | +49.5% | +28.4% |
| YTD | +31.0% | -49.3% | +80.3% | +40.7% |
| 1Y | +65.2% | -58.7% | +123.9% | +81.3% |
| 3Y | +122.5% | -34.1% | +156.6% | +125.3% |
| 5Y | +124.8% | -64.5% | +189.3% | +135.5% |
| 10Y | +298.2% | -0.5% | +298.7% | +228.2% |
| All | +369.0% | +25.1% | +343.9% | +269.3% |
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