-34.5%
TLT vs ZBRA
-45.5%
+10.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +1.0% | -14.0% | +15.1% | +1.5% |
| 3M | -2.7% | -14.7% | +11.9% | -2.3% |
| 6M | -4.1% | +31.3% | -35.5% | -5.1% |
| YTD | -5.4% | +33.4% | -38.8% | -6.4% |
| 1Y | -7.0% | +34.1% | -41.1% | -8.1% |
| 3Y | +2.8% | +59.9% | -57.1% | -0.3% |
| All | -34.5% | -45.5% | +10.9% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling