+35.0%
ZBRA vs TCOM
+7.1%
+27.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -3.8% | -6.5% | +2.7% | -2.8% |
| 30D | -10.2% | -16.2% | +6.0% | -7.9% |
| 3M | +58.7% | -19.3% | +78.0% | +63.4% |
| 6M | +61.9% | -27.2% | +89.1% | +69.3% |
| YTD | +41.7% | -46.2% | +87.9% | +54.9% |
| 1Y | +12.4% | -46.6% | +59.0% | +23.0% |
| All | +35.0% | +7.1% | +27.9% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling