+30.5%
ZBRA vs TLN
+583.6%
-553.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.7% |
| 7D | +1.8% | +7.1% | -5.3% | +0.3% |
| 30D | -1.7% | -3.9% | +2.2% | -1.1% |
| 3M | +47.8% | -16.2% | +63.9% | +51.8% |
| 6M | +56.7% | -5.8% | +62.6% | +54.9% |
| YTD | +49.4% | -15.4% | +64.8% | +50.7% |
| 1Y | +16.5% | -16.7% | +33.2% | +17.6% |
| 3Y | +31.5% | +473.8% | -442.3% | -20.9% |
| All | +30.5% | +583.6% | -553.1% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling