-21.0%
Z vs TRU
+57.6%
-78.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -4.6% |
| 7D | -6.5% | +4.4% | -10.9% | -8.9% |
| 30D | -0.1% | +25.2% | -25.3% | -13.4% |
| 3M | -14.1% | +3.8% | -17.9% | -16.1% |
| 6M | -30.1% | +14.3% | -44.3% | -35.8% |
| YTD | -57.5% | -3.9% | -53.6% | -57.0% |
| 1Y | -60.3% | +2.6% | -62.9% | -61.5% |
| 3Y | -21.0% | +58.3% | -79.3% | -50.5% |
| All | -21.0% | +57.6% | -78.6% | -50.5% |
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