+47.9%
TRV vs ZYBT
-37.3%
+85.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | +1.2% | -3.5% | +4.7% | +1.2% |
| 30D | +11.7% | +24.3% | -12.6% | +11.7% |
| 3M | +5.7% | -41.5% | +47.2% | +5.7% |
| 6M | +34.7% | +58.6% | -23.9% | +34.9% |
| YTD | +40.5% | +20.0% | +20.5% | +43.7% |
| 1Y | +47.9% | -35.2% | +83.1% | +51.9% |
| All | +47.9% | -37.3% | +85.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling