+59.9%
ZBRA vs TLN
+580.6%
-520.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.5% |
| 7D | +0.6% | +11.0% | -10.4% | -1.5% |
| 30D | -14.0% | +4.9% | -18.9% | -15.2% |
| 3M | -14.7% | +4.9% | -19.6% | -16.2% |
| 6M | +31.3% | +7.1% | +24.2% | +26.8% |
| YTD | +33.4% | +0.3% | +33.1% | +29.0% |
| 1Y | +34.1% | +5.9% | +28.2% | +27.4% |
| 3Y | +59.9% | +578.5% | -518.6% | -4.2% |
| All | +59.9% | +580.6% | -520.6% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling