-39.6%
ZBRA vs TCOM
+29.4%
-69.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -3.4% | -4.9% | +1.5% | -2.5% |
| 30D | -7.4% | -14.4% | +7.0% | -4.9% |
| 3M | +57.5% | -17.7% | +75.2% | +62.5% |
| 6M | +64.0% | -25.1% | +89.1% | +72.0% |
| YTD | +44.3% | -45.7% | +90.0% | +59.7% |
| 1Y | +10.9% | -47.9% | +58.7% | +23.6% |
| 3Y | +37.5% | +8.9% | +28.6% | +29.4% |
| All | -39.6% | +29.4% | -69.0% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling