-45.4%
TE vs Z
-65.8%
+20.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | +15.0% | -7.1% | +22.0% | +18.2% |
| 30D | -7.5% | -4.8% | -2.8% | -6.4% |
| 3M | -42.0% | -9.3% | -32.6% | -41.2% |
| 6M | -31.4% | -29.0% | -2.5% | -23.1% |
| YTD | -26.5% | -52.9% | +26.4% | -0.6% |
| 1Y | +153.1% | -63.1% | +216.2% | +281.1% |
| 3Y | -20.7% | -36.9% | +16.2% | -7.2% |
| 5Y | -45.4% | -65.5% | +20.1% | -42.4% |
| All | -45.4% | -65.8% | +20.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling