+79.0%
TPR vs ZYBT
-58.1%
+137.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.9% | -3.7% |
| 7D | -3.4% | -4.2% | +0.9% | -3.4% |
| 30D | -27.3% | -16.4% | -10.9% | -27.3% |
| 3M | -16.2% | +82.9% | -99.1% | -16.5% |
| 6M | -17.9% | +110.7% | -128.6% | -19.3% |
| YTD | -7.1% | +37.4% | -44.5% | -7.5% |
| 1Y | +13.6% | -80.6% | +94.2% | +19.5% |
| All | +79.0% | -58.1% | +137.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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