+303.8%
TD vs ZBRA
+435.2%
-131.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.3% |
| 7D | -0.5% | -3.4% | +2.9% | +0.2% |
| 30D | -1.9% | -7.4% | +5.5% | -0.2% |
| 3M | +4.8% | +57.5% | -52.8% | -7.0% |
| 6M | +28.0% | +64.0% | -36.0% | +11.8% |
| YTD | +30.3% | +44.3% | -14.0% | +16.8% |
| 1Y | +59.8% | +10.9% | +48.9% | +51.9% |
| 3Y | +124.7% | +37.5% | +87.2% | +94.5% |
| 5Y | +127.0% | -39.7% | +166.6% | +137.8% |
| All | +303.8% | +435.2% | -131.4% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling