-57.7%
Z vs TDY
+24.0%
-81.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.5% |
| 7D | +0.8% | +4.1% | -3.2% | +0.5% |
| 30D | +5.2% | +5.7% | -0.5% | +4.4% |
| 3M | -17.0% | -4.4% | -12.6% | -17.3% |
| 6M | -22.7% | +1.2% | -23.9% | -23.5% |
| YTD | -56.3% | +26.0% | -82.4% | -60.9% |
| 1Y | -57.7% | +27.4% | -85.0% | -62.4% |
| All | -57.7% | +24.0% | -81.7% | -62.4% |
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