-6.6%
TEAM vs Z
-60.5%
+53.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -1.0% |
| 7D | -22.2% | -6.5% | -15.8% | -19.8% |
| 30D | -28.1% | -0.1% | -28.0% | -29.8% |
| 3M | -2.2% | -14.1% | +12.0% | +4.7% |
| 6M | +62.2% | -30.1% | +92.3% | +91.6% |
| YTD | -8.4% | -57.5% | +49.2% | +26.1% |
| 1Y | -6.6% | -60.3% | +53.7% | +30.1% |
| All | -6.6% | -60.5% | +53.9% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling