+12,919.2%
TSM vs ZBRA
+1,943.2%
+10,976.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.8% |
| 7D | +14.8% | -1.2% | +16.0% | +15.4% |
| 30D | -8.9% | -17.8% | +8.9% | -2.0% |
| 3M | -5.3% | -16.0% | +10.7% | +0.9% |
| 6M | +2.6% | +31.4% | -28.9% | -9.3% |
| YTD | +34.5% | +30.9% | +3.6% | +17.5% |
| 1Y | +41.0% | +24.3% | +16.7% | +25.5% |
| 3Y | +333.1% | +54.2% | +279.0% | +247.3% |
| 5Y | +270.1% | -46.3% | +316.4% | +321.9% |
| 10Y | +1,608.7% | +375.2% | +1,233.4% | +708.2% |
| All | +12,919.2% | +1,943.2% | +10,976.0% | +2,669.8% |
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