+240.4%
TPR vs Z
-64.8%
+305.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 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% | -12.6% |
| 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% | +43.8% |
| 3Y | +291.3% | -34.1% | +325.4% | +303.7% |
| All | +240.4% | -64.8% | +305.2% | +218.9% |
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