+371.7%
TPR vs Z
-14.8%
+386.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +6.4% | -13.1% | +19.5% | +9.8% |
| 30D | +13.8% | +5.9% | +7.9% | +11.1% |
| 3M | -16.6% | -13.7% | -2.9% | -14.9% |
| 6M | +0.7% | -27.1% | +27.8% | +6.8% |
| YTD | +5.3% | -56.8% | +62.1% | +26.7% |
| 1Y | +32.4% | -60.2% | +92.6% | +62.4% |
| 3Y | +406.4% | -19.7% | +426.1% | +391.2% |
| 5Y | +227.9% | -53.7% | +281.6% | +247.8% |
| 10Y | +371.7% | -16.9% | +388.6% | +265.3% |
| All | +371.7% | -14.8% | +386.5% | +265.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling