-38.4%
TRI vs Z
-58.8%
+20.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.6% |
| 7D | -0.5% | -3.0% | +2.5% | +0.7% |
| 30D | +7.9% | -4.2% | +12.1% | +9.4% |
| 3M | +24.1% | -3.7% | +27.8% | +24.4% |
| 6M | +3.8% | -24.5% | +28.3% | +11.0% |
| YTD | -16.9% | -49.3% | +32.4% | -2.4% |
| 1Y | -38.4% | -58.7% | +20.3% | -27.5% |
| All | -38.4% | -58.8% | +20.4% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling