-34.0%
Z vs TRU
+0.7%
-34.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | +1.0% |
| 7D | -3.0% | -6.8% | +3.8% | +0.6% |
| 30D | -4.2% | 0.0% | -4.2% | -4.1% |
| 3M | -3.7% | +13.3% | -17.0% | -9.8% |
| 6M | -24.5% | +3.4% | -27.9% | -26.1% |
| YTD | -49.3% | -6.4% | -42.9% | -48.1% |
| 1Y | -58.7% | -9.7% | -49.0% | -57.1% |
| All | -34.0% | +0.7% | -34.6% | -31.5% |
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