-5.8%
Z vs TDY
+454.8%
-460.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -5.9% |
| 7D | -3.3% | -0.9% | -2.4% | -2.7% |
| 30D | -3.7% | -12.5% | +8.8% | +3.6% |
| 3M | -7.0% | -1.2% | -5.8% | -7.3% |
| 6M | -29.5% | -6.6% | -22.9% | -27.7% |
| YTD | -52.6% | +18.5% | -71.0% | -58.5% |
| 1Y | -64.0% | +10.8% | -74.8% | -67.2% |
| 3Y | -36.4% | +47.5% | -83.9% | -52.2% |
| 5Y | -65.8% | +35.8% | -101.6% | -73.0% |
| 10Y | -5.8% | +459.0% | -464.8% | -60.9% |
| All | -5.8% | +454.8% | -460.6% | -60.9% |
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