+6,736.2%
TMO vs ZBRA
+8,909.5%
-2,173.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -0.6% | -3.4% | +2.8% | +0.1% |
| 30D | +1.1% | -7.4% | +8.5% | +2.7% |
| 3M | +28.3% | +57.5% | -29.2% | +15.2% |
| 6M | +23.3% | +64.0% | -40.7% | +9.2% |
| YTD | +5.5% | +44.3% | -38.8% | -4.5% |
| 1Y | +24.5% | +10.9% | +13.7% | +18.8% |
| 3Y | +19.6% | +37.5% | -18.0% | +6.9% |
| 5Y | +8.1% | -39.7% | +47.8% | +11.8% |
| 10Y | +336.7% | +429.9% | -93.2% | +182.6% |
| All | +6,736.2% | +8,909.5% | -2,173.3% | +2,583.3% |
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