+65.9%
TE vs ZYBT
-57.8%
+123.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.7% |
| 7D | +0.9% | -2.5% | +3.3% | +0.9% |
| 30D | -16.3% | -1.2% | -15.0% | -16.3% |
| 3M | -40.8% | +76.7% | -117.4% | -42.1% |
| 6M | -42.6% | +103.6% | -146.2% | -43.9% |
| YTD | -31.4% | +38.3% | -69.7% | -32.9% |
| 1Y | +144.9% | -84.7% | +229.6% | +145.7% |
| All | +65.9% | -57.8% | +123.8% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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