-84.0%
TTD vs ZBRA
+33.8%
-117.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | -4.6% | -1.8% | -2.8% | -3.8% |
| 30D | +3.7% | -8.8% | +12.5% | +8.3% |
| 3M | -30.2% | +47.2% | -77.5% | -44.6% |
| 6M | -51.4% | +61.3% | -112.7% | -63.7% |
| YTD | -63.4% | +42.0% | -105.4% | -71.0% |
| 1Y | -73.5% | +10.5% | -84.0% | -75.8% |
| All | -84.0% | +33.8% | -117.7% | -86.8% |
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