+710.8%
TDG vs Z
+25.1%
+685.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | -2.0% | -3.0% | +1.0% | -1.4% |
| 30D | -7.4% | -4.2% | -3.2% | -6.8% |
| 3M | -5.4% | -3.7% | -1.7% | -5.2% |
| 6M | -11.6% | -24.5% | +12.9% | -7.2% |
| YTD | -12.6% | -49.3% | +36.7% | -0.8% |
| 1Y | -9.3% | -58.7% | +49.3% | +6.9% |
| 3Y | +49.2% | -34.1% | +83.3% | +51.4% |
| 5Y | +132.1% | -64.5% | +196.7% | +154.0% |
| 10Y | +544.8% | -0.5% | +545.3% | +373.8% |
| All | +710.8% | +25.1% | +685.7% | +458.7% |
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