+902.6%
TT vs Z
-0.4%
+903.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | -7.2% | -4.2% | -3.0% | -6.8% |
| 3M | -3.0% | -3.7% | +0.7% | -3.0% |
| 6M | +1.4% | -24.5% | +25.9% | +5.1% |
| YTD | +15.9% | -49.3% | +65.2% | +27.5% |
| 1Y | +9.4% | -58.7% | +68.1% | +24.1% |
| 3Y | +124.4% | -34.1% | +158.5% | +128.7% |
| 5Y | +138.0% | -64.5% | +202.6% | +152.6% |
| All | +902.6% | -0.4% | +903.0% | +704.5% |
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