+537.0%
TDG vs ZBRA
+435.2%
+101.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.6% |
| 7D | -1.9% | -3.4% | +1.5% | -0.8% |
| 30D | -7.7% | -7.4% | -0.3% | -5.5% |
| 3M | -9.3% | +57.5% | -66.8% | -23.4% |
| 6M | -9.4% | +64.0% | -73.4% | -25.1% |
| YTD | -14.3% | +44.3% | -58.5% | -26.6% |
| 1Y | -11.8% | +10.9% | -22.7% | -18.0% |
| 3Y | +52.0% | +37.5% | +14.4% | +25.3% |
| 5Y | +128.8% | -39.7% | +168.5% | +147.3% |
| All | +537.0% | +435.2% | +101.7% | +238.9% |
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