-8.9%
TT vs Z
-28.8%
+19.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.3% |
| 7D | +8.1% | -4.9% | +13.0% | +7.7% |
| 30D | -11.3% | +3.0% | -14.3% | -10.5% |
| 3M | -11.2% | -13.4% | +2.2% | -11.5% |
| 6M | -8.9% | -27.3% | +18.4% | -2.8% |
| All | -8.9% | -28.8% | +19.9% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling