-18.5%
Z vs TDY
+437.5%
-456.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.0% |
| 7D | -4.9% | +9.4% | -14.4% | -9.9% |
| 30D | +3.0% | +5.9% | -3.0% | -0.9% |
| 3M | -13.4% | -5.7% | -7.7% | -11.1% |
| 6M | -27.3% | +2.4% | -29.8% | -29.7% |
| YTD | -57.8% | +26.8% | -84.6% | -64.7% |
| 1Y | -60.0% | +24.7% | -84.7% | -66.2% |
| 3Y | -21.5% | +69.2% | -90.7% | -46.2% |
| 5Y | -55.0% | +45.7% | -100.7% | -66.2% |
| All | -18.5% | +437.5% | -456.0% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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