-64.8%
Z vs TDY
+37.2%
-102.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -3.0% | -1.8% | -1.2% | -2.0% |
| 30D | -4.2% | -10.7% | +6.5% | +2.0% |
| 3M | -3.7% | -1.3% | -2.4% | -4.2% |
| 6M | -24.5% | -10.6% | -13.9% | -20.4% |
| YTD | -49.3% | +19.6% | -68.9% | -56.8% |
| 1Y | -58.7% | +11.6% | -70.3% | -63.1% |
| 3Y | -34.1% | +45.2% | -79.3% | -52.8% |
| All | -64.8% | +37.2% | -102.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling