+73.7%
TNA vs Z
+25.1%
+48.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +2.1% |
| 7D | -0.1% | -3.0% | +2.9% | +1.8% |
| 30D | -4.9% | -4.2% | -0.7% | -3.4% |
| 3M | +0.4% | -3.7% | +4.1% | 0.0% |
| 6M | +32.5% | -24.5% | +57.0% | +53.0% |
| YTD | +53.7% | -49.3% | +103.0% | +124.8% |
| 1Y | +65.1% | -58.7% | +123.8% | +173.6% |
| 3Y | +98.4% | -34.1% | +132.6% | +141.0% |
| 5Y | -22.5% | -64.5% | +42.1% | +26.3% |
| 10Y | +82.5% | -0.5% | +83.0% | +42.1% |
| All | +73.7% | +25.1% | +48.6% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling