-17.8%
TSN vs ZBRA
-40.9%
+23.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.4% | -3.8% | +5.1% | +1.7% |
| 30D | -6.2% | -10.2% | +4.0% | -5.3% |
| 3M | -5.7% | +58.7% | -64.3% | -10.5% |
| 6M | -11.4% | +61.9% | -73.3% | -16.4% |
| YTD | -8.2% | +41.7% | -49.8% | -12.4% |
| 1Y | -2.0% | +12.4% | -14.4% | -4.1% |
| 3Y | +11.9% | +34.2% | -22.3% | +3.0% |
| 5Y | -17.8% | -40.8% | +23.0% | -18.2% |
| All | -17.8% | -40.9% | +23.1% | -18.2% |
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 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