+508.5%
TTD vs ZBRA
+382.3%
+126.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.6% | +0.1% |
| 7D | +21.3% | +0.6% | +20.7% | +20.9% |
| 30D | +28.7% | -14.0% | +42.8% | +41.2% |
| 3M | +7.7% | -14.7% | +22.3% | +17.9% |
| 6M | -23.5% | +31.3% | -54.8% | -39.5% |
| YTD | -58.7% | +33.4% | -92.1% | -68.7% |
| 1Y | -63.4% | +34.1% | -97.5% | -72.5% |
| 3Y | -75.3% | +59.9% | -135.2% | -84.4% |
| 5Y | -84.4% | -45.3% | -39.1% | -79.4% |
| All | +508.5% | +382.3% | +126.2% | +182.6% |
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