+2,503.9%
TFC vs ZBRA
+9,227.6%
-6,723.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +2.4% | +1.8% | +0.7% | +2.0% |
| 30D | -1.3% | -1.7% | +0.4% | -1.0% |
| 3M | +6.1% | +47.8% | -41.7% | -4.1% |
| 6M | +7.3% | +56.7% | -49.4% | -4.6% |
| YTD | +8.2% | +49.4% | -41.2% | -3.2% |
| 1Y | +14.4% | +16.5% | -2.1% | +7.8% |
| 3Y | +93.7% | +31.5% | +62.3% | +75.3% |
| 5Y | +16.4% | -38.6% | +55.0% | +21.1% |
| 10Y | +101.6% | +421.0% | -319.4% | +36.4% |
| All | +2,503.9% | +9,227.6% | -6,723.7% | +1,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling