+385.0%
ZBRA vs TAP
-46.0%
+430.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.0% |
| 7D | +0.6% | +1.3% | -0.6% | +0.2% |
| 30D | -14.0% | +5.7% | -19.8% | -15.7% |
| 3M | -14.7% | -1.9% | -12.7% | -14.5% |
| 6M | +31.3% | +0.9% | +30.4% | +30.0% |
| YTD | +33.4% | -9.5% | +42.9% | +36.2% |
| 1Y | +34.1% | -9.0% | +43.1% | +36.5% |
| 3Y | +59.9% | -22.2% | +82.2% | +67.1% |
| 5Y | -45.3% | +1.2% | -46.5% | -48.2% |
| All | +385.0% | -46.0% | +430.9% | +393.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling