+380.2%
TRV vs Z
+4.2%
+376.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +0.1% | -4.9% | +5.0% | +0.5% |
| 30D | +8.0% | +3.0% | +5.0% | +7.6% |
| 3M | +9.3% | -13.4% | +22.7% | +10.3% |
| 6M | +36.2% | -27.3% | +63.5% | +39.2% |
| YTD | +40.6% | -57.8% | +98.4% | +50.0% |
| 1Y | +43.1% | -60.0% | +103.1% | +53.2% |
| 3Y | +149.6% | -21.5% | +171.1% | +147.1% |
| 5Y | +181.6% | -55.0% | +236.6% | +186.1% |
| 10Y | +352.5% | -18.8% | +371.3% | +280.2% |
| All | +380.2% | +4.2% | +376.1% | +286.6% |
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