+379.4%
TTD vs ZBRA
+428.0%
-48.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.8% | -5.3% |
| 7D | +6.3% | +1.8% | +4.6% | +5.1% |
| 30D | -23.9% | -1.7% | -22.2% | -23.7% |
| 3M | -31.4% | +47.8% | -79.2% | -49.1% |
| 6M | -42.7% | +56.7% | -99.4% | -59.9% |
| YTD | -62.0% | +49.4% | -111.4% | -72.9% |
| 1Y | -72.2% | +16.5% | -88.8% | -76.8% |
| 3Y | -81.9% | +31.5% | -113.4% | -86.7% |
| 5Y | -81.5% | -38.6% | -43.0% | -77.3% |
| All | +379.4% | +428.0% | -48.6% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling