-49.7%
TE vs ZBRA
-41.5%
-8.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | +0.9% | -3.8% | +4.7% | +3.0% |
| 30D | -16.3% | -10.2% | -6.1% | -10.9% |
| 3M | -40.8% | +58.7% | -99.4% | -56.4% |
| 6M | -42.6% | +61.9% | -104.5% | -59.3% |
| YTD | -31.4% | +41.7% | -73.1% | -48.5% |
| 1Y | +144.9% | +12.4% | +132.6% | +112.5% |
| 3Y | -26.0% | +34.2% | -60.2% | -43.1% |
| All | -49.7% | -41.5% | -8.2% | -30.1% |
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