-10.9%
TRI vs Z
-66.6%
+55.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.9% |
| 7D | -14.4% | -11.6% | -2.8% | -12.6% |
| 30D | -8.1% | -8.5% | +0.4% | -6.7% |
| 3M | +17.5% | -7.9% | +25.4% | +19.1% |
| 6M | -5.0% | -29.1% | +24.1% | -0.6% |
| YTD | -24.7% | -54.2% | +29.5% | -17.1% |
| 1Y | -41.5% | -63.5% | +22.0% | -34.1% |
| 3Y | -20.3% | -38.6% | +18.3% | -16.6% |
| 5Y | -10.9% | -66.0% | +55.0% | -6.3% |
| All | -10.9% | -66.6% | +55.6% | -6.3% |
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