+13,634.3%
TSM vs ZBRA
+2,231.9%
+11,402.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +2.7% | +1.8% | +1.0% | +2.0% |
| 30D | +3.6% | -1.7% | +5.3% | +4.2% |
| 3M | -3.4% | +47.8% | -51.1% | -18.0% |
| 6M | +20.6% | +56.7% | -36.1% | -0.6% |
| YTD | +41.9% | +49.4% | -7.5% | +18.1% |
| 1Y | +84.4% | +16.5% | +67.8% | +67.5% |
| 3Y | +380.2% | +31.5% | +348.8% | +307.6% |
| 5Y | +275.3% | -38.6% | +313.9% | +306.7% |
| 10Y | +1,751.4% | +421.0% | +1,330.4% | +746.0% |
| All | +13,634.3% | +2,231.9% | +11,402.4% | +2,685.2% |
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