-39.6%
ZBRA vs TDY
+39.0%
-78.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +0.9% |
| 7D | -3.4% | -1.1% | -2.3% | -2.5% |
| 30D | -7.4% | -12.0% | +4.6% | +2.3% |
| 3M | +57.5% | -3.2% | +60.7% | +61.4% |
| 6M | +64.0% | -7.9% | +71.8% | +74.0% |
| YTD | +44.3% | +18.2% | +26.1% | +21.9% |
| 1Y | +10.9% | +6.7% | +4.2% | +2.3% |
| 3Y | +37.5% | +47.5% | -10.0% | -4.0% |
| All | -39.6% | +39.0% | -78.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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