-16.9%
Z vs TRU
+186.2%
-203.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -13.1% | 0.0% | -13.0% | -13.0% |
| 30D | +5.9% | +24.3% | -18.4% | -7.5% |
| 3M | -13.7% | +2.3% | -16.0% | -14.7% |
| 6M | -27.1% | +17.7% | -44.8% | -34.3% |
| YTD | -56.8% | -3.8% | -53.0% | -56.3% |
| 1Y | -60.2% | -0.3% | -59.9% | -60.6% |
| 3Y | -19.7% | +58.4% | -78.1% | -43.0% |
| 5Y | -53.7% | -24.0% | -29.7% | -49.0% |
| 10Y | -16.9% | +187.9% | -204.8% | -51.3% |
| All | -16.9% | +186.2% | -203.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling