-16.0%
Z vs TRU
+174.2%
-190.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.8% |
| 7D | -6.5% | +4.6% | -11.0% | -9.0% |
| 30D | -0.1% | +25.4% | -25.6% | -13.2% |
| 3M | -14.1% | +4.0% | -18.1% | -16.0% |
| 6M | -30.1% | +14.5% | -44.5% | -35.8% |
| YTD | -57.5% | -3.7% | -53.8% | -57.0% |
| 1Y | -60.3% | +2.8% | -63.1% | -61.5% |
| 3Y | -21.0% | +58.5% | -79.5% | -44.0% |
| 5Y | -54.9% | -25.0% | -29.9% | -49.8% |
| 10Y | -16.0% | +186.0% | -202.0% | -50.0% |
| All | -16.0% | +174.2% | -190.2% | -50.0% |
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