+38.5%
TNA vs Z
-54.2%
+92.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +1.2% |
| 7D | +2.4% | +10.2% | -7.8% | -1.1% |
| 30D | -0.9% | +23.7% | -24.6% | -8.6% |
| 3M | -19.2% | -6.6% | -12.7% | -17.9% |
| 6M | -0.8% | -23.0% | +22.2% | +11.2% |
| YTD | +33.2% | -50.3% | +83.5% | +86.3% |
| 1Y | +38.5% | -53.6% | +92.1% | +104.2% |
| All | +38.5% | -54.2% | +92.7% | +104.2% |
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