+502.9%
TEAM vs Z
-5.7%
+508.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.7% | -7.1% | +2.4% | -2.0% |
| 30D | +17.0% | -4.8% | +21.8% | +19.3% |
| 3M | +85.9% | -9.3% | +95.2% | +93.6% |
| 6M | +116.7% | -29.0% | +145.6% | +144.6% |
| YTD | +9.6% | -52.9% | +62.5% | +42.1% |
| 1Y | -2.5% | -63.1% | +60.6% | +36.6% |
| 3Y | -14.0% | -36.9% | +22.9% | -3.0% |
| 5Y | -53.1% | -65.5% | +12.4% | -41.8% |
| 10Y | +502.9% | -3.9% | +506.8% | +426.7% |
| All | +502.9% | -5.7% | +508.6% | +426.7% |
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