+42.8%
TSM vs ZBRA
+27.1%
+15.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | +6.2% | +0.6% | +5.6% | +6.0% |
| 30D | -7.3% | -14.0% | +6.8% | -3.7% |
| 3M | -7.1% | -14.7% | +7.5% | -3.5% |
| 6M | +0.2% | +31.3% | -31.1% | -8.2% |
| YTD | +32.2% | +33.4% | -1.2% | +18.1% |
| 1Y | +42.8% | +34.1% | +8.7% | +28.0% |
| All | +42.8% | +27.1% | +15.7% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling