-54.6%
TZOO vs SPY
+318.9%
-373.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | -4.5% | -2.0% | -2.6% | -2.2% |
| 30D | -17.3% | -1.7% | -15.6% | -15.6% |
| 3M | -41.3% | +4.7% | -46.1% | -44.6% |
| 6M | -7.2% | +12.5% | -19.7% | -19.8% |
| YTD | -17.3% | +11.7% | -29.0% | -27.7% |
| 1Y | -37.1% | +17.5% | -54.6% | -48.3% |
| 3Y | -7.2% | +76.6% | -83.8% | -53.1% |
| 5Y | -46.8% | +82.0% | -128.8% | -74.2% |
| All | -54.6% | +318.9% | -373.5% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling