+16.3%
TFC vs ZBRA
+10.3%
+6.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -3.8% | +1.3% | -2.0% |
| 30D | -2.8% | -10.2% | +7.4% | -1.6% |
| 3M | +2.1% | +58.7% | -56.5% | -4.7% |
| 6M | +10.1% | +61.9% | -51.8% | +1.4% |
| YTD | +5.4% | +41.7% | -36.2% | -1.0% |
| 1Y | +16.3% | +12.4% | +4.0% | +11.4% |
| All | +16.3% | +10.3% | +6.1% | +11.4% |
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