+383.3%
TPR vs ZBRA
+373.7%
+9.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +12.1% | -2.5% | +14.5% | +13.2% |
| 30D | +16.7% | -17.0% | +33.7% | +25.9% |
| 3M | -17.4% | -15.0% | -2.4% | -12.1% |
| 6M | +2.3% | +42.2% | -39.9% | -17.3% |
| YTD | +7.1% | +32.4% | -25.2% | -11.3% |
| 1Y | +29.5% | +23.3% | +6.2% | +10.8% |
| 3Y | +415.0% | +55.9% | +359.2% | +271.3% |
| 5Y | +261.5% | -44.8% | +306.2% | +319.7% |
| 10Y | +383.3% | +371.4% | +11.9% | +202.5% |
| All | +383.3% | +373.7% | +9.6% | +202.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling