+75.7%
TFC vs ZBRA
+382.3%
-306.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | +2.3% | +0.6% | +1.6% | +2.0% |
| 30D | +10.8% | -14.0% | +24.8% | +16.6% |
| 3M | -3.8% | -14.7% | +10.9% | +1.3% |
| 6M | +9.6% | +31.3% | -21.7% | -3.8% |
| YTD | +5.8% | +33.4% | -27.7% | -9.1% |
| 1Y | +16.2% | +34.1% | -18.0% | -0.4% |
| 3Y | +96.0% | +59.9% | +36.1% | +50.8% |
| 5Y | +1.7% | -45.3% | +46.9% | +13.0% |
| All | +75.7% | +382.3% | -306.6% | +7.0% |
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