+736.3%
TT vs Z
-16.5%
+752.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.0% |
| 7D | +4.0% | +0.8% | +3.2% | +3.9% |
| 30D | -11.3% | +5.2% | -16.5% | -12.5% |
| 3M | -12.3% | -17.0% | +4.7% | -10.5% |
| 6M | -10.8% | -22.7% | +11.8% | -8.5% |
| YTD | +8.2% | -56.3% | +64.5% | +20.9% |
| 1Y | +1.5% | -57.7% | +59.1% | +13.9% |
| 3Y | +91.5% | -16.5% | +108.0% | +85.9% |
| 5Y | +130.2% | -53.4% | +183.6% | +135.2% |
| All | +736.3% | -16.5% | +752.8% | +579.7% |
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 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