+293.8%
TRV vs Z
-6.2%
+300.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.8% |
| 7D | -1.5% | -11.6% | +10.1% | -0.5% |
| 30D | -1.8% | -8.5% | +6.7% | -1.2% |
| 3M | +21.6% | -7.9% | +29.5% | +22.1% |
| 6M | +22.5% | -29.1% | +51.5% | +25.5% |
| YTD | +28.1% | -54.2% | +82.3% | +36.1% |
| 1Y | +37.0% | -63.5% | +100.6% | +48.2% |
| 3Y | +141.9% | -38.6% | +180.5% | +145.4% |
| 5Y | +158.5% | -66.0% | +224.5% | +170.3% |
| All | +293.8% | -6.2% | +300.0% | +227.5% |
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