+64.7%
ZBRA vs TW
+211.4%
-146.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -1.8% |
| 7D | +2.6% | -3.5% | +6.0% | +3.8% |
| 30D | -6.4% | +0.5% | -6.9% | -6.5% |
| 3M | +51.3% | +4.9% | +46.3% | +47.5% |
| 6M | +60.5% | -17.1% | +77.6% | +69.6% |
| YTD | +45.2% | -3.9% | +49.0% | +44.7% |
| 1Y | +12.3% | -13.3% | +25.6% | +16.3% |
| 3Y | +37.5% | +20.9% | +16.6% | +20.0% |
| 5Y | -39.2% | +20.5% | -59.7% | -48.3% |
| All | +64.7% | +211.4% | -146.7% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling