+14,528.2%
TYL vs ZBRA
+8,180.5%
+6,347.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +6.7% | -10.9% | +17.5% | +9.4% |
| 30D | +26.5% | -16.6% | +43.1% | +31.7% |
| 3M | +37.3% | -11.6% | +48.9% | +40.7% |
| 6M | +31.2% | +40.2% | -9.0% | +18.9% |
| YTD | -7.4% | +32.6% | -40.0% | -15.9% |
| 1Y | -9.6% | +24.7% | -34.3% | -16.8% |
| 3Y | +1.9% | +56.3% | -54.4% | -14.3% |
| 5Y | -21.1% | -47.0% | +25.9% | -15.5% |
| 10Y | +171.8% | +411.4% | -239.6% | +67.0% |
| All | +14,528.2% | +8,180.5% | +6,347.7% | +5,395.7% |
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