+146.0%
TT vs Z
-64.8%
+210.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | -3.0% | -3.7% | +0.7% | -2.9% |
| 6M | +1.4% | -24.5% | +25.9% | +5.4% |
| YTD | +15.9% | -49.3% | +65.2% | +28.5% |
| 1Y | +9.4% | -58.7% | +68.1% | +25.4% |
| 3Y | +124.4% | -34.1% | +158.5% | +128.5% |
| All | +146.0% | -64.8% | +210.8% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling