+40.9%
TTWO vs ZBRA
-40.4%
+81.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | +0.4% | -3.4% | +3.8% | +1.1% |
| 30D | -11.3% | -7.4% | -3.9% | -9.9% |
| 3M | +1.6% | +57.5% | -55.9% | -9.1% |
| 6M | +2.1% | +64.0% | -61.9% | -10.1% |
| YTD | -15.8% | +44.3% | -60.1% | -24.2% |
| 1Y | -12.6% | +10.9% | -23.5% | -16.2% |
| 3Y | +48.2% | +37.5% | +10.7% | +26.9% |
| All | +40.9% | -40.4% | +81.3% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling