-20.4%
Z vs TDY
+62.6%
-83.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.5% | -7.0% | -4.1% |
| 7D | -4.6% | -6.0% | +1.5% | -2.5% |
| 30D | +8.3% | +2.4% | +5.9% | +6.9% |
| 3M | -11.6% | -10.0% | -1.6% | -8.4% |
| 6M | -33.6% | -4.0% | -29.7% | -33.4% |
| YTD | -56.7% | +21.1% | -77.8% | -62.3% |
| 1Y | -59.1% | +22.1% | -81.2% | -64.6% |
| 3Y | -20.4% | +64.0% | -84.4% | -50.4% |
| All | -20.4% | +62.6% | -83.0% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling