+23.7%
ZBRA vs TLN
+571.8%
-548.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | -3.8% | +2.0% | -5.7% | -4.2% |
| 30D | -10.2% | -12.9% | +2.8% | -7.8% |
| 3M | +58.7% | -7.4% | +66.1% | +59.1% |
| 6M | +61.9% | -6.0% | +68.0% | +60.0% |
| YTD | +41.7% | -16.9% | +58.6% | +43.4% |
| 1Y | +12.4% | -22.6% | +35.0% | +15.4% |
| 3Y | +34.2% | +469.0% | -434.8% | -19.3% |
| All | +23.7% | +571.8% | -548.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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