+45.8%
TNA vs Z
-62.2%
+107.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.4% |
| 7D | -7.3% | -6.0% | -1.2% | -5.2% |
| 30D | -14.2% | -2.3% | -11.9% | -13.9% |
| 3M | -4.6% | -0.6% | -4.0% | -5.5% |
| 6M | +36.9% | -27.6% | +64.5% | +56.6% |
| YTD | +42.5% | -52.4% | +94.9% | +96.5% |
| 1Y | +45.8% | -63.6% | +109.4% | +111.2% |
| All | +45.8% | -62.2% | +107.9% | +111.2% |
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