+505.5%
TPR vs Z
+9.5%
+495.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -10.6% | +17.7% | +9.7% |
| 7D | +13.9% | -2.3% | +16.1% | +14.0% |
| 30D | +14.9% | +9.4% | +5.6% | +11.5% |
| 3M | -15.4% | -16.1% | +0.7% | -13.1% |
| 6M | -4.5% | -30.4% | +26.0% | +2.4% |
| YTD | +6.0% | -55.6% | +61.6% | +25.7% |
| 1Y | +24.3% | -58.5% | +82.8% | +49.7% |
| 3Y | +412.8% | -19.6% | +432.5% | +399.6% |
| 5Y | +258.4% | -54.1% | +312.6% | +280.8% |
| 10Y | +396.8% | -12.1% | +408.9% | +289.3% |
| All | +505.5% | +9.5% | +495.9% | +357.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling