+95.6%
TFC vs ZBRA
+435.2%
-339.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | -3.4% | -7.4% | +4.0% | -0.7% |
| 3M | +0.4% | +57.5% | -57.1% | -16.8% |
| 6M | +12.7% | +64.0% | -51.3% | -9.2% |
| YTD | +5.6% | +44.3% | -38.7% | -11.4% |
| 1Y | +16.0% | +10.9% | +5.2% | +7.0% |
| 3Y | +94.0% | +37.5% | +56.5% | +58.8% |
| 5Y | +16.2% | -39.7% | +55.8% | +24.8% |
| All | +95.6% | +435.2% | -339.7% | +6.1% |
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