+365.8%
TTD vs Z
-5.1%
+370.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.4% | +3.6% | +0.7% |
| 7D | +1.7% | -3.3% | +5.0% | +3.6% |
| 30D | +1.6% | -3.7% | +5.3% | +3.5% |
| 3M | -27.8% | -7.0% | -20.9% | -25.2% |
| 6M | -52.1% | -29.5% | -22.6% | -42.9% |
| YTD | -63.1% | -52.6% | -10.5% | -46.1% |
| 1Y | -73.1% | -64.0% | -9.0% | -54.9% |
| 3Y | -83.3% | -36.4% | -46.9% | -81.0% |
| 5Y | -80.6% | -65.8% | -14.9% | -71.6% |
| All | +365.8% | -5.1% | +370.9% | +283.1% |
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