+12,561.9%
TYL vs ZBRA
+9,227.6%
+3,334.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | -3.7% | +1.8% | -5.4% | -4.1% |
| 30D | +18.7% | -1.7% | +20.4% | +19.1% |
| 3M | +18.1% | +47.8% | -29.6% | +6.5% |
| 6M | -1.1% | +56.7% | -57.9% | -12.7% |
| YTD | -19.8% | +49.4% | -69.2% | -29.0% |
| 1Y | -34.3% | +16.5% | -50.9% | -38.6% |
| 3Y | -8.2% | +31.5% | -39.7% | -19.2% |
| 5Y | -25.4% | -38.6% | +13.2% | -22.6% |
| 10Y | +115.6% | +421.0% | -305.4% | +32.0% |
| All | +12,561.9% | +9,227.6% | +3,334.3% | +4,540.9% |
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