+6.5%
Z vs TRU
+238.0%
-231.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.4% | -1.2% |
| 7D | -4.6% | +5.7% | -10.3% | -7.6% |
| 30D | +8.3% | +29.2% | -20.9% | -7.0% |
| 3M | -11.6% | +2.7% | -14.3% | -12.8% |
| 6M | -33.6% | +15.2% | -48.8% | -39.1% |
| YTD | -56.7% | -4.9% | -51.8% | -55.8% |
| 1Y | -59.1% | +3.4% | -62.5% | -60.4% |
| 3Y | -20.4% | +63.2% | -83.6% | -43.1% |
| 5Y | -55.3% | -26.6% | -28.7% | -50.2% |
| 10Y | -14.2% | +172.8% | -187.0% | -46.5% |
| All | +6.5% | +238.0% | -231.5% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling