+414.4%
ZBRA vs TAP
-50.5%
+464.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.8% | -5.3% | +1.5% | -2.2% |
| 30D | -10.2% | -7.4% | -2.8% | -8.2% |
| 3M | +58.7% | -4.9% | +63.6% | +60.8% |
| 6M | +61.9% | -14.2% | +76.1% | +68.8% |
| YTD | +41.7% | -14.8% | +56.5% | +47.8% |
| 1Y | +12.4% | -18.1% | +30.4% | +18.2% |
| 3Y | +34.2% | -32.7% | +66.9% | +47.5% |
| 5Y | -40.8% | -0.5% | -40.3% | -43.6% |
| All | +414.4% | -50.5% | +464.9% | +431.8% |
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