-53.2%
TE vs Z
-24.8%
-28.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | -4.0% | -3.0% | -1.0% | -3.1% |
| 30D | -15.9% | -4.2% | -11.7% | -15.2% |
| 3M | -60.5% | -3.7% | -56.8% | -60.7% |
| 6M | -35.2% | -24.5% | -10.7% | -31.1% |
| YTD | -31.1% | -49.3% | +18.2% | -17.8% |
| 1Y | +148.6% | -58.7% | +207.3% | +213.9% |
| 3Y | -26.4% | -34.1% | +7.7% | -17.9% |
| 5Y | -48.0% | -64.5% | +16.5% | -43.9% |
| All | -53.2% | -24.8% | -28.4% | -50.2% |
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