+500.3%
TTD vs Z
-19.3%
+519.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.9% |
| 7D | +20.8% | -4.9% | +25.7% | +24.1% |
| 30D | +27.1% | +3.0% | +24.1% | +23.9% |
| 3M | +14.7% | -13.4% | +28.1% | +22.2% |
| 6M | -26.8% | -27.3% | +0.5% | -14.2% |
| YTD | -59.2% | -57.8% | -1.5% | -37.3% |
| 1Y | -64.7% | -60.0% | -4.7% | -44.4% |
| 3Y | -75.8% | -21.5% | -54.3% | -75.9% |
| 5Y | -84.6% | -55.0% | -29.6% | -79.6% |
| All | +500.3% | -19.3% | +519.6% | +397.3% |
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