+329.6%
TTD vs Z
-13.3%
+342.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +2.3% |
| 7D | +5.2% | -4.6% | +9.8% | +7.1% |
| 30D | +6.9% | +8.3% | -1.4% | +1.2% |
| 3M | -26.8% | -11.6% | -15.2% | -23.0% |
| 6M | -46.1% | -33.6% | -12.5% | -33.8% |
| YTD | -65.9% | -56.7% | -9.3% | -48.4% |
| 1Y | -71.8% | -59.1% | -12.7% | -56.3% |
| 3Y | -83.3% | -20.4% | -62.9% | -83.5% |
| 5Y | -81.1% | -55.3% | -25.9% | -75.0% |
| 10Y | +441.7% | -14.2% | +455.9% | +357.2% |
| All | +329.6% | -13.3% | +342.9% | +266.2% |
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