+376.4%
TTD vs ZBRA
+410.0%
-33.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.5% |
| 7D | -0.6% | -3.4% | +2.8% | +1.6% |
| 30D | +6.3% | -7.4% | +13.7% | +11.5% |
| 3M | -24.1% | +57.5% | -81.6% | -46.0% |
| 6M | -47.4% | +64.0% | -111.4% | -64.3% |
| YTD | -62.2% | +44.3% | -106.5% | -72.5% |
| 1Y | -68.3% | +10.9% | -79.2% | -72.7% |
| 3Y | -83.4% | +37.5% | -121.0% | -88.2% |
| 5Y | -80.3% | -39.7% | -40.6% | -75.5% |
| All | +376.4% | +410.0% | -33.6% | +126.1% |
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