+14,566.4%
TYL vs ZBRA
+8,164.1%
+6,402.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | +4.3% | -2.5% | +6.8% | +4.9% |
| 30D | +28.0% | -17.0% | +44.9% | +33.3% |
| 3M | +32.3% | -15.0% | +47.3% | +36.9% |
| 6M | +29.9% | +42.2% | -12.3% | +17.4% |
| YTD | -7.1% | +32.4% | -39.5% | -15.7% |
| 1Y | -9.2% | +23.3% | -32.5% | -16.3% |
| 3Y | +0.7% | +55.9% | -55.2% | -15.2% |
| 5Y | -21.1% | -44.8% | +23.7% | -16.2% |
| 10Y | +180.8% | +371.4% | -190.6% | +75.7% |
| All | +14,566.4% | +8,164.1% | +6,402.4% | +5,412.0% |
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