-56.3%
Z vs TRU
-26.8%
-29.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -1.1% |
| 7D | -4.6% | +5.7% | -10.3% | -7.7% |
| 30D | +8.3% | +29.2% | -20.9% | -7.3% |
| 3M | -11.6% | +2.7% | -14.3% | -12.9% |
| 6M | -33.6% | +15.2% | -48.8% | -39.2% |
| YTD | -56.7% | -4.9% | -51.8% | -55.9% |
| 1Y | -59.1% | +3.4% | -62.5% | -60.4% |
| 3Y | -20.4% | +63.2% | -83.6% | -43.4% |
| All | -56.3% | -26.8% | -29.5% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling