-59.1%
Z vs TRU
+2.1%
-61.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -0.9% |
| 7D | -4.6% | +5.7% | -10.3% | -8.1% |
| 30D | +8.3% | +29.2% | -20.9% | -9.0% |
| 3M | -11.6% | +2.7% | -14.3% | -13.5% |
| 6M | -33.6% | +15.2% | -48.8% | -39.9% |
| YTD | -56.7% | -4.9% | -51.8% | -56.3% |
| 1Y | -59.1% | +3.4% | -62.5% | -61.7% |
| All | -59.1% | +2.1% | -61.3% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling