+16.2%
TFC vs ZBRA
+27.1%
-10.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | +2.3% | +0.6% | +1.6% | +2.2% |
| 30D | +10.8% | -14.0% | +24.8% | +12.6% |
| 3M | -3.8% | -14.7% | +10.9% | -2.2% |
| 6M | +9.6% | +31.3% | -21.7% | +5.1% |
| YTD | +5.8% | +33.4% | -27.7% | -0.8% |
| 1Y | +16.2% | +34.1% | -18.0% | +7.9% |
| All | +16.2% | +27.1% | -10.9% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling