+1,643.1%
TSM vs ZBRA
+382.3%
+1,260.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.4% |
| 7D | +6.2% | +0.6% | +5.6% | +5.9% |
| 30D | -7.3% | -14.0% | +6.8% | -1.9% |
| 3M | -7.1% | -14.7% | +7.5% | -1.6% |
| 6M | +0.2% | +31.3% | -31.1% | -11.7% |
| YTD | +32.2% | +33.4% | -1.2% | +14.1% |
| 1Y | +42.8% | +34.1% | +8.7% | +22.8% |
| 3Y | +330.4% | +59.9% | +270.5% | +238.7% |
| 5Y | +263.9% | -45.3% | +309.2% | +309.2% |
| All | +1,643.1% | +382.3% | +1,260.8% | +982.4% |
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