-20.1%
TNA vs Z
-65.6%
+45.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.7% |
| 7D | -3.6% | -7.1% | +3.5% | +1.0% |
| 30D | -10.1% | -4.8% | -5.3% | -8.1% |
| 3M | +2.7% | -9.3% | +12.0% | +6.2% |
| 6M | +38.4% | -29.0% | +67.4% | +67.8% |
| YTD | +45.4% | -52.9% | +98.3% | +129.4% |
| 1Y | +55.9% | -63.1% | +119.1% | +190.5% |
| 3Y | +109.8% | -36.9% | +146.7% | +162.9% |
| All | -20.1% | -65.6% | +45.5% | -5.5% |
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