-14.5%
Z vs TDY
+518.8%
-533.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.2% | +1.5% |
| 7D | -5.2% | -2.5% | -2.7% | -4.0% |
| 30D | +5.7% | +4.8% | +0.9% | +2.4% |
| 3M | -8.7% | -6.9% | -1.8% | -5.7% |
| 6M | -26.0% | +3.5% | -29.5% | -28.8% |
| YTD | -55.0% | +26.0% | -81.0% | -62.3% |
| 1Y | -58.0% | +25.4% | -83.4% | -64.6% |
| 3Y | -15.2% | +70.9% | -86.1% | -42.1% |
| 5Y | -53.8% | +46.6% | -100.4% | -65.4% |
| 10Y | -14.5% | +468.9% | -483.4% | -63.0% |
| All | -14.5% | +518.8% | -533.3% | -63.0% |
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