+34.3%
TRV vs Z
-58.8%
+93.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.1% | -3.0% | +2.9% | -0.1% |
| 30D | -3.4% | -4.2% | +0.8% | -3.3% |
| 3M | +26.4% | -3.7% | +30.1% | +26.0% |
| 6M | +19.3% | -24.5% | +43.8% | +19.1% |
| YTD | +28.3% | -49.3% | +77.6% | +28.8% |
| 1Y | +34.3% | -58.7% | +93.0% | +35.8% |
| All | +34.3% | -58.8% | +93.1% | +35.8% |
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