+147.5%
TTMI vs Z
-64.6%
+212.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.7% |
| 7D | +6.0% | -11.6% | +17.6% | +5.1% |
| 30D | -6.4% | -8.5% | +2.0% | -7.1% |
| 3M | -28.9% | -7.9% | -21.0% | -28.6% |
| 6M | +26.9% | -29.1% | +55.9% | +34.6% |
| YTD | +77.3% | -54.2% | +131.5% | +95.9% |
| 1Y | +147.5% | -63.5% | +211.0% | +165.1% |
| All | +147.5% | -64.6% | +212.1% | +165.1% |
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