-45.8%
TZOO vs SPY
+80.9%
-126.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -16.6% | -1.4% | -15.2% | -15.3% |
| 3M | -40.9% | +3.7% | -44.6% | -43.2% |
| 6M | -9.6% | +13.0% | -22.6% | -21.0% |
| YTD | -15.7% | +12.4% | -28.1% | -25.7% |
| 1Y | -37.7% | +18.5% | -56.2% | -48.1% |
| 3Y | -5.5% | +77.6% | -83.1% | -47.1% |
| All | -45.8% | +80.9% | -126.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling