+7,716.4%
TPR vs ZBRA
+1,815.5%
+5,901.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -2.3% | +1.8% | -4.1% | -3.1% |
| 30D | -23.0% | -1.7% | -21.3% | -22.6% |
| 3M | -12.5% | +47.8% | -60.2% | -27.9% |
| 6M | -21.4% | +56.7% | -78.2% | -37.6% |
| YTD | -3.5% | +49.4% | -52.9% | -22.4% |
| 1Y | +17.4% | +16.5% | +0.8% | +4.6% |
| 3Y | +291.3% | +31.5% | +259.8% | +218.0% |
| 5Y | +241.9% | -38.6% | +280.5% | +272.9% |
| 10Y | +322.7% | +421.0% | -98.3% | +82.7% |
| All | +7,716.4% | +1,815.5% | +5,901.0% | +1,497.9% |
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