+309.3%
TEL vs ZBRA
+435.2%
-125.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.7% | +2.9% |
| 7D | +1.6% | -3.4% | +5.0% | +2.9% |
| 30D | -0.7% | -7.4% | +6.7% | +2.2% |
| 3M | +2.4% | +57.5% | -55.1% | -15.5% |
| 6M | +4.1% | +64.0% | -59.8% | -15.8% |
| YTD | -5.8% | +44.3% | -50.1% | -20.7% |
| 1Y | +0.9% | +10.9% | -10.0% | -6.4% |
| 3Y | +72.6% | +37.5% | +35.1% | +41.3% |
| 5Y | +57.5% | -39.7% | +97.2% | +72.3% |
| All | +309.3% | +435.2% | -125.9% | +120.6% |
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