+441.0%
TEAM vs Z
-19.5%
+460.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -2.1% |
| 7D | -22.2% | -6.5% | -15.8% | -20.5% |
| 30D | -28.1% | -0.1% | -28.0% | -28.7% |
| 3M | -2.2% | -14.1% | +12.0% | +2.2% |
| 6M | +62.2% | -30.1% | +92.3% | +82.9% |
| YTD | -8.4% | -57.5% | +49.2% | +21.9% |
| 1Y | -6.6% | -60.3% | +53.7% | +26.6% |
| 3Y | -15.7% | -21.0% | +5.3% | -12.4% |
| 5Y | -65.7% | -54.9% | -10.8% | -59.3% |
| 10Y | +441.0% | -16.0% | +457.0% | +383.9% |
| All | +441.0% | -19.5% | +460.5% | +383.9% |
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