+285.0%
TSM vs ZBRA
-40.4%
+325.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | +4.8% | -1.8% | +6.6% | +5.5% |
| 30D | +4.0% | -8.8% | +12.8% | +7.8% |
| 3M | +2.0% | +47.2% | -45.3% | -14.7% |
| 6M | +25.5% | +61.3% | -35.8% | +0.3% |
| YTD | +44.0% | +42.0% | +2.0% | +20.2% |
| 1Y | +75.4% | +10.5% | +65.0% | +62.0% |
| 3Y | +406.7% | +34.5% | +372.2% | +319.6% |
| 5Y | +285.0% | -40.3% | +325.3% | +341.0% |
| All | +285.0% | -40.4% | +325.4% | +341.0% |
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 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