+753.3%
TT vs Z
-14.9%
+768.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.7% |
| 7D | -2.0% | -4.6% | +2.5% | -1.5% |
| 30D | -14.0% | +8.3% | -22.3% | -15.6% |
| 3M | -15.9% | -11.6% | -4.3% | -15.0% |
| 6M | -17.3% | -33.6% | +16.3% | -13.0% |
| YTD | +4.0% | -56.7% | +60.6% | +16.4% |
| 1Y | -7.1% | -59.1% | +52.0% | +4.8% |
| 3Y | +90.2% | -20.4% | +110.6% | +86.2% |
| 5Y | +131.1% | -55.3% | +186.4% | +137.6% |
| All | +753.3% | -14.9% | +768.2% | +599.5% |
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