+899.3%
TT vs Z
+9.5%
+889.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.6% | +6.3% | -2.8% |
| 7D | -9.0% | -2.3% | -6.7% | -8.8% |
| 30D | -17.6% | +9.4% | -27.0% | -19.2% |
| 3M | -18.7% | -16.1% | -2.6% | -17.2% |
| 6M | -17.4% | -30.4% | +13.0% | -13.7% |
| YTD | +1.5% | -55.6% | +57.1% | +13.3% |
| 1Y | -9.4% | -58.5% | +49.1% | +2.1% |
| 3Y | +85.1% | -19.6% | +104.7% | +81.0% |
| 5Y | +125.7% | -54.1% | +179.9% | +131.6% |
| 10Y | +757.3% | -12.1% | +769.4% | +590.2% |
| All | +899.3% | +9.5% | +889.8% | +652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling