-0.9%
TLT vs ZBRA
+33.8%
-34.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | -0.2% |
| 30D | 0.0% | -8.8% | +8.8% | +0.2% |
| 3M | -2.9% | +47.2% | -50.1% | -4.1% |
| 6M | -6.3% | +61.3% | -67.6% | -7.7% |
| YTD | -3.3% | +42.0% | -45.4% | -4.6% |
| 1Y | -4.2% | +10.5% | -14.7% | -4.7% |
| All | -0.9% | +33.8% | -34.7% | -8.0% |
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