+125.1%
TLT vs ZBRA
+1,301.9%
-1,176.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.3% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +1.0% | -14.0% | +15.1% | 0.0% |
| 3M | -2.7% | -14.7% | +11.9% | -3.7% |
| 6M | -4.1% | +31.3% | -35.5% | -1.9% |
| YTD | -5.4% | +33.4% | -38.8% | -2.8% |
| 1Y | -7.0% | +34.1% | -41.1% | -4.4% |
| 3Y | +2.8% | +59.9% | -57.1% | +8.7% |
| 5Y | -35.4% | -45.3% | +9.9% | -37.7% |
| 10Y | -13.1% | +384.4% | -397.6% | +11.0% |
| All | +125.1% | +1,301.9% | -1,176.8% | +264.8% |
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