-48.5%
TE vs ZBRA
+42.1%
-90.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.8% | +12.8% | +11.3% |
| 7D | +18.2% | +2.6% | +15.7% | +16.7% |
| 30D | -13.5% | -6.4% | -7.1% | -11.0% |
| 3M | -44.6% | +51.3% | -95.9% | -54.8% |
| 6M | -24.7% | +60.5% | -85.2% | -41.2% |
| YTD | -24.3% | +45.2% | -69.4% | -39.1% |
| 1Y | +155.6% | +12.3% | +143.2% | +131.1% |
| 3Y | -18.3% | +37.5% | -55.8% | -31.7% |
| 5Y | -41.3% | -39.2% | -2.1% | -42.5% |
| All | -48.5% | +42.1% | -90.6% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling