+122.7%
TT vs ZBRA
+34.1%
+88.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.0% |
| 30D | -7.3% | -6.4% | -0.9% | -6.0% |
| 3M | -2.6% | +51.3% | -53.9% | -12.6% |
| 6M | +5.9% | +60.5% | -54.6% | -6.9% |
| YTD | +15.4% | +45.2% | -29.8% | +3.3% |
| 1Y | +8.2% | +12.3% | -4.1% | +3.3% |
| 3Y | +122.7% | +37.5% | +85.1% | +110.3% |
| All | +122.7% | +34.1% | +88.6% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling