-82.9%
TTD vs Z
-32.8%
-50.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.4% |
| 7D | +6.3% | -3.0% | +9.3% | +7.7% |
| 30D | -23.9% | -4.2% | -19.7% | -22.5% |
| 3M | -31.4% | -3.7% | -27.7% | -30.4% |
| 6M | -42.7% | -24.5% | -18.2% | -36.3% |
| YTD | -62.0% | -49.3% | -12.7% | -50.7% |
| 1Y | -72.2% | -58.7% | -13.5% | -61.2% |
| All | -82.9% | -32.8% | -50.1% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling