-16.5%
Z vs TRU
+58.0%
-74.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | +0.8% | 0.0% | +0.8% | +0.9% |
| 30D | +5.2% | +21.3% | -16.1% | -6.8% |
| 3M | -17.0% | +0.2% | -17.3% | -17.2% |
| 6M | -22.7% | +22.4% | -45.0% | -32.0% |
| YTD | -56.3% | -4.8% | -51.5% | -55.5% |
| 1Y | -57.7% | -0.2% | -57.5% | -58.2% |
| 3Y | -16.5% | +57.9% | -74.5% | -47.0% |
| All | -16.5% | +58.0% | -74.5% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling