+558.1%
TTD vs Z
-19.5%
+577.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.5% | +8.8% | +6.3% |
| 7D | +19.9% | -6.5% | +26.4% | +23.7% |
| 30D | +27.6% | -0.1% | +27.8% | +26.4% |
| 3M | +15.2% | -14.1% | +29.3% | +23.3% |
| 6M | -33.2% | -30.1% | -3.1% | -20.0% |
| YTD | -59.4% | -57.5% | -1.9% | -37.7% |
| 1Y | -64.4% | -60.3% | -4.0% | -43.6% |
| 3Y | -75.9% | -21.0% | -54.9% | -76.1% |
| 5Y | -82.6% | -54.9% | -27.7% | -77.0% |
| 10Y | +558.1% | -16.0% | +574.2% | +421.8% |
| All | +558.1% | -19.5% | +577.6% | +421.8% |
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 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