+261.5%
TPR vs Z
-56.4%
+317.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.1% |
| 7D | +12.1% | -6.5% | +18.5% | +13.4% |
| 30D | +16.7% | -0.1% | +16.8% | +15.6% |
| 3M | -17.4% | -14.1% | -3.3% | -15.5% |
| 6M | +2.3% | -30.1% | +32.3% | +10.2% |
| YTD | +7.1% | -57.5% | +64.7% | +32.0% |
| 1Y | +29.5% | -60.3% | +89.8% | +62.4% |
| 3Y | +415.0% | -21.0% | +436.1% | +386.9% |
| 5Y | +261.5% | -54.9% | +316.4% | +260.6% |
| All | +261.5% | -56.4% | +317.9% | +260.6% |
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