+191.1%
TRI vs Z
-2.5%
+193.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +1.2% |
| 7D | -7.9% | -6.0% | -1.8% | -7.1% |
| 30D | -4.5% | -2.3% | -2.2% | -4.1% |
| 3M | +22.1% | -0.6% | +22.7% | +22.3% |
| 6M | -2.8% | -27.6% | +24.8% | +1.1% |
| YTD | -23.4% | -52.4% | +28.9% | -16.3% |
| 1Y | -41.5% | -63.6% | +22.1% | -34.3% |
| 3Y | -19.2% | -36.4% | +17.2% | -16.6% |
| 5Y | -9.4% | -64.6% | +55.2% | -3.8% |
| All | +191.1% | -2.5% | +193.5% | +159.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling