+256.1%
TPR vs Z
-55.4%
+311.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | +14.2% | -4.6% | +18.8% | +15.0% |
| 30D | +17.1% | +8.3% | +8.8% | +13.4% |
| 3M | -17.7% | -11.6% | -6.1% | -16.5% |
| 6M | -10.2% | -33.6% | +23.5% | -1.6% |
| YTD | +4.9% | -56.7% | +61.6% | +28.6% |
| 1Y | +36.1% | -59.1% | +95.3% | +69.4% |
| 3Y | +416.5% | -20.4% | +436.8% | +387.4% |
| All | +256.1% | -55.4% | +311.5% | +253.7% |
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 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