-2.3%
TT vs Z
-58.2%
+55.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.9% | +4.7% |
| 7D | +1.7% | -5.2% | +6.9% | +1.8% |
| 30D | -11.8% | +5.7% | -17.6% | -11.6% |
| 3M | -12.6% | -8.7% | -3.8% | -12.4% |
| 6M | -9.4% | -26.0% | +16.6% | -7.6% |
| YTD | +8.8% | -55.0% | +63.9% | +13.0% |
| All | -2.3% | -58.2% | +55.9% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling