+131.2%
TLT vs ZBRA
+1,469.5%
-1,338.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | -0.4% | +1.8% | -2.2% | -0.3% |
| 30D | -0.6% | -1.7% | +1.1% | -0.7% |
| 3M | -2.7% | +47.8% | -50.5% | +0.3% |
| 6M | -5.6% | +56.7% | -62.4% | -2.1% |
| YTD | -2.8% | +49.4% | -52.2% | +0.6% |
| 1Y | -1.4% | +16.5% | -18.0% | +0.3% |
| 3Y | -1.6% | +31.5% | -33.0% | +2.0% |
| 5Y | -33.8% | -38.6% | +4.8% | -35.7% |
| 10Y | -21.1% | +421.0% | -442.1% | +1.1% |
| All | +131.2% | +1,469.5% | -1,338.3% | +277.4% |
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