+203.6%
TGT vs ZBRA
+435.2%
-231.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.8% | -0.5% |
| 7D | -5.2% | -3.4% | -1.8% | -4.3% |
| 30D | +1.2% | -7.4% | +8.6% | +3.4% |
| 3M | +18.4% | +57.5% | -39.1% | +1.4% |
| 6M | +33.4% | +64.0% | -30.5% | +12.0% |
| YTD | +63.8% | +44.3% | +19.5% | +42.1% |
| 1Y | +77.2% | +10.9% | +66.3% | +66.2% |
| 3Y | +41.8% | +37.5% | +4.3% | +20.1% |
| 5Y | -25.5% | -39.7% | +14.1% | -22.4% |
| All | +203.6% | +435.2% | -231.7% | +100.9% |
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 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