+125.4%
TD vs ZBRA
-40.9%
+166.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -2.6% | -3.8% | +1.2% | -1.9% |
| 30D | -1.0% | -10.2% | +9.2% | +0.8% |
| 3M | +5.6% | +58.7% | -53.1% | -3.7% |
| 6M | +27.1% | +61.9% | -34.8% | +14.9% |
| YTD | +29.4% | +41.7% | -12.3% | +19.4% |
| 1Y | +60.7% | +12.4% | +48.3% | +54.5% |
| 3Y | +127.6% | +34.2% | +93.4% | +104.3% |
| 5Y | +125.4% | -40.8% | +166.2% | +131.1% |
| All | +125.4% | -40.9% | +166.3% | +131.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling