-64.0%
Z vs TDY
+10.6%
-74.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | -3.7% | -12.5% | +8.8% | -2.0% |
| 3M | -7.0% | -1.2% | -5.8% | -7.8% |
| 6M | -29.5% | -6.6% | -22.9% | -29.3% |
| YTD | -52.6% | +18.5% | -71.0% | -57.5% |
| 1Y | -64.0% | +10.8% | -74.8% | -67.9% |
| All | -64.0% | +10.6% | -74.6% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling