-16.0%
Z vs TDY
+465.6%
-481.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.8% |
| 7D | -6.5% | -2.6% | -3.8% | -5.3% |
| 30D | -0.1% | +5.3% | -5.4% | -3.5% |
| 3M | -14.1% | -6.4% | -7.7% | -11.5% |
| 6M | -30.1% | +4.0% | -34.0% | -33.0% |
| YTD | -57.5% | +26.5% | -84.0% | -64.5% |
| 1Y | -60.3% | +24.2% | -84.5% | -66.4% |
| 3Y | -21.0% | +68.8% | -89.8% | -45.8% |
| 5Y | -54.9% | +45.9% | -100.8% | -66.2% |
| 10Y | -16.0% | +451.1% | -467.1% | -68.0% |
| All | -16.0% | +465.6% | -481.7% | -68.0% |
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