+46.6%
TEM vs ZBRA
+14.7%
+31.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | -0.7% |
| 7D | -8.7% | -3.4% | -5.3% | -6.7% |
| 30D | +8.1% | -7.4% | +15.5% | +13.2% |
| 3M | +19.0% | +57.5% | -38.5% | -16.2% |
| 6M | +12.0% | +64.0% | -52.0% | -25.9% |
| YTD | -0.1% | +44.3% | -44.4% | -29.0% |
| 1Y | -33.5% | +10.9% | -44.4% | -39.9% |
| All | +46.6% | +14.7% | +31.9% | +8.9% |
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