-63.4%
TTD vs Z
-58.2%
-5.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | -0.2% |
| 7D | +21.3% | +0.8% | +20.4% | +20.8% |
| 30D | +28.7% | +5.2% | +23.5% | +24.7% |
| 3M | +7.7% | -17.0% | +24.7% | +15.5% |
| 6M | -23.5% | -22.7% | -0.8% | -17.3% |
| YTD | -58.7% | -56.3% | -2.4% | -49.2% |
| 1Y | -63.4% | -57.7% | -5.8% | -55.1% |
| All | -63.4% | -58.2% | -5.2% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling