-80.5%
TE vs Z
-35.2%
-45.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.0% |
| 7D | -19.1% | +0.8% | -19.9% | -19.2% |
| 30D | -34.1% | +5.2% | -39.3% | -35.4% |
| 3M | -60.1% | -17.0% | -43.1% | -58.5% |
| 6M | -66.0% | -22.7% | -43.3% | -64.3% |
| YTD | -71.4% | -56.3% | -15.1% | -64.8% |
| 1Y | -45.3% | -57.7% | +12.4% | -32.1% |
| 3Y | +9.1% | -16.5% | +25.7% | +15.2% |
| 5Y | -82.6% | -53.4% | -29.2% | -80.7% |
| All | -80.5% | -35.2% | -45.4% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling