-14.5%
Z vs TRU
+172.9%
-187.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.3% |
| 7D | -5.2% | +4.9% | -10.1% | -7.9% |
| 30D | +5.7% | +26.9% | -21.2% | -8.9% |
| 3M | -8.7% | +4.0% | -12.8% | -10.9% |
| 6M | -26.0% | +15.8% | -41.8% | -32.6% |
| YTD | -55.0% | -2.6% | -52.4% | -54.8% |
| 1Y | -58.0% | +3.9% | -61.8% | -59.5% |
| 3Y | -15.2% | +59.2% | -74.4% | -40.1% |
| 5Y | -53.8% | -25.7% | -28.2% | -48.3% |
| 10Y | -14.5% | +179.3% | -193.8% | -50.7% |
| All | -14.5% | +172.9% | -187.5% | -50.7% |
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