+293.7%
TMUS vs ZBRA
+692.4%
-398.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.6% | -1.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.7% |
| 30D | +7.7% | -14.0% | +21.7% | +11.8% |
| 3M | -6.8% | -14.7% | +7.9% | -3.3% |
| 6M | -9.7% | +31.3% | -41.0% | -18.1% |
| YTD | -15.0% | +33.4% | -48.4% | -24.2% |
| 1Y | -19.1% | +34.1% | -53.2% | -28.2% |
| 3Y | +21.4% | +59.9% | -38.5% | -5.3% |
| 5Y | +51.2% | -45.3% | +96.4% | +60.6% |
| 10Y | +240.2% | +384.4% | -144.2% | +38.1% |
| All | +293.7% | +692.4% | -398.7% | -9.8% |
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