+18.6%
ZBRA vs TSLQ
-97.3%
+115.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.8% | -8.0% | +6.2% | -2.8% |
| 30D | -8.8% | -23.8% | +15.0% | -11.8% |
| 3M | +47.2% | -7.0% | +54.2% | +49.5% |
| 6M | +61.3% | -17.1% | +78.4% | +63.2% |
| YTD | +42.0% | +0.1% | +42.0% | +48.8% |
| 1Y | +10.5% | -51.2% | +61.6% | +6.6% |
| 3Y | +34.5% | -95.9% | +130.4% | +10.5% |
| All | +18.6% | -97.3% | +115.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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