+338.4%
TRV vs Z
+25.1%
+313.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | -0.1% | -3.0% | +2.9% | +0.1% |
| 30D | -3.4% | -4.2% | +0.8% | -3.2% |
| 3M | +26.4% | -3.7% | +30.1% | +26.5% |
| 6M | +19.3% | -24.5% | +43.8% | +21.6% |
| YTD | +28.3% | -49.3% | +77.6% | +35.1% |
| 1Y | +34.3% | -58.7% | +93.0% | +43.7% |
| 3Y | +140.1% | -34.1% | +174.3% | +142.3% |
| 5Y | +155.7% | -64.5% | +220.3% | +166.7% |
| 10Y | +285.5% | -0.5% | +286.0% | +218.8% |
| All | +338.4% | +25.1% | +313.3% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling