+423.9%
ZBRA vs TCOM
-9.8%
+433.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -3.4% | -4.9% | +1.5% | -2.3% |
| 30D | -7.4% | -14.4% | +7.0% | -4.1% |
| 3M | +57.5% | -17.7% | +75.2% | +64.0% |
| 6M | +64.0% | -25.1% | +89.1% | +74.4% |
| YTD | +44.3% | -45.7% | +90.0% | +64.3% |
| 1Y | +10.9% | -47.9% | +58.7% | +27.4% |
| 3Y | +37.5% | +8.9% | +28.6% | +26.3% |
| 5Y | -39.7% | +26.9% | -66.5% | -50.2% |
| All | +423.9% | -9.8% | +433.7% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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