-7.2%
TYL vs ZBRA
+31.6%
-38.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.2% |
| 7D | -3.7% | +1.8% | -5.4% | -3.9% |
| 30D | +18.7% | -1.7% | +20.4% | +19.0% |
| 3M | +18.1% | +47.8% | -29.6% | +10.9% |
| 6M | -1.1% | +56.7% | -57.9% | -8.2% |
| YTD | -19.8% | +49.4% | -69.2% | -25.6% |
| 1Y | -34.3% | +16.5% | -50.9% | -36.1% |
| All | -7.2% | +31.6% | -38.7% | -19.2% |
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