-13.0%
TRU vs ZYBT
-58.9%
+45.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.0% |
| 7D | -2.7% | -3.7% | +1.0% | -2.7% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +18.4% | +72.2% | -53.8% | +19.0% |
| 6M | +8.9% | +103.1% | -94.3% | +7.8% |
| YTD | -8.9% | +34.8% | -43.7% | -8.8% |
| 1Y | -15.9% | -83.2% | +67.3% | -10.5% |
| All | -13.0% | -58.9% | +45.9% | -21.6% |
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 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