+3.8%
TRU vs ZYBT
-37.7%
+41.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.3% | +4.6% |
| 7D | +10.5% | -3.5% | +14.0% | +10.5% |
| 30D | +28.7% | +15.1% | +13.6% | +28.7% |
| 3M | +0.7% | +7.0% | -6.4% | +0.7% |
| 6M | +19.3% | +37.7% | -18.4% | +21.8% |
| YTD | -3.7% | +19.1% | -22.9% | -1.5% |
| All | +3.8% | -37.7% | +41.6% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling