+1,224.2%
ZBRA vs TDY
+7,056.0%
-5,831.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | -7.4% | -12.0% | +4.6% | -3.5% |
| 3M | +57.5% | -3.2% | +60.7% | +59.2% |
| 6M | +64.0% | -7.9% | +71.8% | +68.4% |
| YTD | +44.3% | +18.2% | +26.1% | +36.0% |
| 1Y | +10.9% | +6.7% | +4.2% | +8.2% |
| 3Y | +37.5% | +47.5% | -10.0% | +21.8% |
| 5Y | -39.7% | +39.5% | -79.2% | -45.2% |
| 10Y | +429.9% | +477.2% | -47.3% | +222.5% |
| All | +1,224.2% | +7,056.0% | -5,831.8% | +416.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling