+93.7%
TFC vs ZBRA
+33.4%
+60.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -3.8% | +1.3% | -1.4% |
| 30D | -2.8% | -10.2% | +7.4% | +0.3% |
| 3M | +2.1% | +58.7% | -56.5% | -13.5% |
| 6M | +10.1% | +61.9% | -51.8% | -8.6% |
| YTD | +5.4% | +41.7% | -36.2% | -8.8% |
| 1Y | +16.3% | +12.4% | +4.0% | +9.4% |
| All | +93.7% | +33.4% | +60.3% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling