-53.1%
TE vs ZBRA
+41.2%
-94.3%
-94.1%
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% | -0.2% |
| 7D | +0.2% | -3.4% | +3.6% | +1.7% |
| 30D | -5.9% | -7.4% | +1.5% | -2.7% |
| 3M | -45.6% | +57.5% | -103.1% | -56.5% |
| 6M | -43.4% | +64.0% | -107.3% | -56.2% |
| YTD | -31.0% | +44.3% | -75.3% | -44.4% |
| 1Y | +145.2% | +10.9% | +134.3% | +123.2% |
| 3Y | -24.1% | +37.5% | -61.6% | -36.5% |
| 5Y | -48.1% | -39.7% | -8.5% | -49.0% |
| All | -53.1% | +41.2% | -94.3% | -54.1% |
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 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