+37.5%
ZBRA vs TW
+19.1%
+18.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | -3.4% | -4.5% | +1.1% | -2.7% |
| 30D | -7.4% | -2.3% | -5.1% | -7.1% |
| 3M | +57.5% | +2.6% | +54.9% | +56.2% |
| 6M | +64.0% | -17.5% | +81.5% | +69.3% |
| YTD | +44.3% | -5.3% | +49.6% | +44.4% |
| 1Y | +10.9% | -14.8% | +25.6% | +13.0% |
| 3Y | +37.5% | +18.8% | +18.7% | +25.0% |
| All | +37.5% | +19.1% | +18.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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