-54.9%
Z vs TRU
-26.3%
-28.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.8% |
| 7D | -6.5% | +4.6% | -11.0% | -8.9% |
| 30D | -0.1% | +25.4% | -25.6% | -12.9% |
| 3M | -14.1% | +4.0% | -18.1% | -16.0% |
| 6M | -30.1% | +14.5% | -44.5% | -35.6% |
| YTD | -57.5% | -3.7% | -53.8% | -57.0% |
| 1Y | -60.3% | +2.8% | -63.1% | -61.4% |
| 3Y | -21.0% | +58.5% | -79.5% | -42.8% |
| 5Y | -54.9% | -25.0% | -29.9% | -46.9% |
| All | -54.9% | -26.3% | -28.6% | -46.9% |
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