+430.9%
TTD vs Z
-13.6%
+444.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.7% |
| 7D | +20.8% | -13.1% | +33.9% | +29.9% |
| 30D | +33.8% | +5.9% | +28.0% | +28.5% |
| 3M | +17.8% | -13.7% | +31.5% | +25.8% |
| 6M | -25.7% | -27.1% | +1.4% | -13.2% |
| YTD | -57.9% | -56.8% | -1.1% | -36.2% |
| 1Y | -63.8% | -60.2% | -3.6% | -43.1% |
| 3Y | -75.0% | -19.7% | -55.3% | -75.4% |
| 5Y | -82.5% | -53.7% | -28.9% | -77.3% |
| 10Y | +527.9% | -16.9% | +544.8% | +432.0% |
| All | +430.9% | -13.6% | +444.4% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling