+79.8%
T vs Z
+6.9%
+72.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.7% |
| 7D | +1.0% | -4.6% | +5.6% | +1.3% |
| 30D | -10.6% | +8.3% | -18.9% | -11.1% |
| 3M | -7.7% | -11.6% | +3.9% | -7.2% |
| 6M | -13.3% | -33.6% | +20.3% | -11.4% |
| YTD | -8.8% | -56.7% | +47.9% | -4.6% |
| 1Y | -8.4% | -59.1% | +50.7% | -3.9% |
| 3Y | +59.6% | -20.4% | +80.0% | +56.9% |
| 5Y | +52.1% | -55.3% | +107.3% | +52.4% |
| 10Y | +56.9% | -14.2% | +71.1% | +36.4% |
| All | +79.8% | +6.9% | +72.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 all: compounded portfolio wealth divided by compounded Z 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…
all analysis · Full analysis span regression · 6 months rolling