+318.5%
TPR vs Z
-0.4%
+318.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | -2.3% | -3.0% | +0.7% | -1.6% |
| 30D | -23.0% | -4.2% | -18.8% | -22.7% |
| 3M | -12.5% | -3.7% | -8.8% | -12.7% |
| 6M | -21.4% | -24.5% | +3.1% | -16.8% |
| YTD | -3.5% | -49.3% | +45.8% | +12.5% |
| 1Y | +17.4% | -58.7% | +76.0% | +43.6% |
| 3Y | +291.3% | -34.1% | +325.4% | +304.7% |
| 5Y | +241.9% | -64.5% | +306.5% | +283.0% |
| All | +318.5% | -0.4% | +318.9% | +219.7% |
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