+748.4%
TT vs ZBRA
+373.1%
+375.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | +8.1% | -1.2% | +9.2% | +8.4% |
| 30D | -11.3% | -17.8% | +6.5% | -6.0% |
| 3M | -11.2% | -16.0% | +4.8% | -6.6% |
| 6M | -8.9% | +31.4% | -40.4% | -17.9% |
| YTD | +9.7% | +30.9% | -21.2% | -2.2% |
| 1Y | +1.3% | +24.3% | -23.0% | -8.3% |
| 3Y | +93.4% | +54.2% | +39.2% | +56.7% |
| 5Y | +133.5% | -46.3% | +179.8% | +160.1% |
| All | +748.4% | +373.1% | +375.3% | +419.3% |
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