+16.9%
TPR vs Z
-58.8%
+75.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | -2.7% | -3.0% | +0.3% | -2.6% |
| 30D | -23.3% | -4.2% | -19.1% | -22.8% |
| 3M | -12.8% | -3.7% | -9.1% | -12.6% |
| 6M | -21.7% | -24.5% | +2.8% | -20.1% |
| YTD | -3.9% | -49.3% | +45.4% | -0.4% |
| 1Y | +16.9% | -58.7% | +75.6% | +21.4% |
| All | +16.9% | -58.8% | +75.7% | +21.4% |
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