-53.8%
TEAM vs Z
-67.0%
+13.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.4% | -0.5% | -3.7% |
| 7D | -5.7% | -3.3% | -2.4% | -4.0% |
| 30D | +18.3% | -3.7% | +22.1% | +20.7% |
| 3M | +80.2% | -7.0% | +87.2% | +87.7% |
| 6M | +111.0% | -29.5% | +140.5% | +149.2% |
| YTD | +8.8% | -52.6% | +61.4% | +54.1% |
| 1Y | +2.2% | -64.0% | +66.2% | +63.1% |
| 3Y | -14.6% | -36.4% | +21.8% | -2.5% |
| 5Y | -53.8% | -65.8% | +12.0% | -45.5% |
| All | -53.8% | -67.0% | +13.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling