+537.0%
TDG vs Z
-2.5%
+539.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.3% |
| 7D | -1.9% | -6.0% | +4.2% | -0.6% |
| 30D | -7.7% | -2.3% | -5.4% | -7.5% |
| 3M | -9.3% | -0.6% | -8.7% | -9.9% |
| 6M | -9.4% | -27.6% | +18.2% | -3.8% |
| YTD | -14.3% | -52.4% | +38.1% | -0.8% |
| 1Y | -11.8% | -63.6% | +51.8% | +7.7% |
| 3Y | +52.0% | -36.4% | +88.4% | +55.1% |
| 5Y | +128.8% | -64.6% | +193.4% | +151.0% |
| All | +537.0% | -2.5% | +539.4% | +340.1% |
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