+154.5%
TRV vs Z
-65.8%
+220.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.2% | -7.1% | +7.2% | +0.5% |
| 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% | +23.6% |
| YTD | +27.5% | -52.9% | +80.4% | +31.8% |
| 1Y | +36.2% | -63.1% | +99.4% | +42.5% |
| 3Y | +140.6% | -36.9% | +177.5% | +143.8% |
| 5Y | +154.5% | -65.5% | +220.0% | +156.7% |
| All | +154.5% | -65.8% | +220.3% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling