-51.7%
TE vs Z
-59.6%
+7.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | -22.0% | -13.1% | -8.9% | -20.7% |
| 30D | -33.6% | +5.9% | -39.5% | -33.8% |
| 3M | -61.1% | -13.7% | -47.4% | -60.3% |
| 6M | -64.7% | -27.1% | -37.6% | -61.4% |
| YTD | -68.1% | -56.8% | -11.3% | -59.6% |
| 1Y | -51.7% | -60.2% | +8.5% | -36.1% |
| All | -51.7% | -59.6% | +7.9% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling