+218.7%
TPR vs ZBRA
-40.4%
+259.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.4% |
| 7D | -7.3% | -1.8% | -5.5% | -6.6% |
| 30D | -30.7% | -8.8% | -21.9% | -28.2% |
| 3M | -21.6% | +47.2% | -68.9% | -35.0% |
| 6M | -21.3% | +61.3% | -82.6% | -38.1% |
| YTD | -10.2% | +42.0% | -52.2% | -25.9% |
| 1Y | +9.5% | +10.5% | -1.0% | +0.8% |
| 3Y | +280.8% | +34.5% | +246.3% | +202.4% |
| 5Y | +218.7% | -40.3% | +259.0% | +273.8% |
| All | +218.7% | -40.4% | +259.1% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling