+138.7%
TRV vs Z
-37.2%
+176.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.2% | -7.1% | +7.2% | +0.6% |
| 30D | -2.3% | -4.8% | +2.4% | -2.1% |
| 3M | +22.7% | -9.3% | +32.0% | +23.1% |
| 6M | +21.9% | -29.0% | +50.9% | +24.0% |
| YTD | +27.5% | -52.9% | +80.4% | +32.9% |
| 1Y | +36.2% | -63.1% | +99.4% | +44.3% |
| All | +138.7% | -37.2% | +176.0% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling