+38.4%
ZBRA vs TAP
-32.4%
+70.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.2% |
| 7D | +2.6% | -2.3% | +4.9% | +3.0% |
| 30D | -6.4% | -9.4% | +3.0% | -4.9% |
| 3M | +51.3% | -0.8% | +52.1% | +51.5% |
| 6M | +60.5% | -14.7% | +75.2% | +63.9% |
| YTD | +45.2% | -13.9% | +59.1% | +48.3% |
| 1Y | +12.3% | -18.6% | +31.0% | +15.4% |
| All | +38.4% | -32.4% | +70.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling