+380.3%
TRV vs Z
+7.8%
+372.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +6.7% | +5.2% | +1.5% | +6.1% |
| 3M | +9.4% | -17.0% | +26.4% | +10.8% |
| 6M | +37.7% | -22.7% | +60.4% | +40.0% |
| YTD | +40.6% | -56.3% | +96.9% | +49.5% |
| 1Y | +42.4% | -57.7% | +100.1% | +51.7% |
| 3Y | +148.1% | -16.5% | +164.7% | +144.3% |
| 5Y | +181.7% | -53.4% | +235.1% | +185.2% |
| 10Y | +352.6% | -15.9% | +368.5% | +279.1% |
| All | +380.3% | +7.8% | +372.5% | +285.4% |
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