-2.7%
TDG vs ZYBT
-58.9%
+56.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.2% |
| 7D | -1.9% | -3.7% | +1.9% | -1.9% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -9.3% | +72.2% | -81.5% | -8.9% |
| 6M | -9.4% | +103.1% | -112.5% | -9.5% |
| YTD | -14.3% | +34.8% | -49.0% | -13.8% |
| 1Y | -11.8% | -83.2% | +71.3% | -8.7% |
| All | -2.7% | -58.9% | +56.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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