-6.8%
TSN vs ZBRA
+435.2%
-442.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.7% |
| 7D | +3.0% | -3.4% | +6.4% | +3.5% |
| 30D | -4.2% | -7.4% | +3.2% | -3.3% |
| 3M | -3.9% | +57.5% | -61.4% | -10.6% |
| 6M | -9.8% | +64.0% | -73.8% | -17.0% |
| YTD | -7.3% | +44.3% | -51.6% | -13.3% |
| 1Y | -2.2% | +10.9% | -13.1% | -5.1% |
| 3Y | +11.9% | +37.5% | -25.6% | +1.3% |
| 5Y | -16.9% | -39.7% | +22.7% | -15.1% |
| All | -6.8% | +435.2% | -442.0% | -32.1% |
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