+27.7%
ZBRA vs TXG
+406.9%
-379.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.6% |
| 7D | -13.6% | -19.3% | +5.7% | -12.0% |
| 30D | -11.5% | -30.9% | +19.4% | -9.1% |
| 3M | -9.9% | +41.1% | -50.9% | -14.5% |
| 6M | +48.6% | +211.9% | -163.3% | +29.8% |
| YTD | +36.9% | +314.0% | -277.1% | +15.8% |
| 1Y | +27.7% | +405.4% | -377.7% | +4.4% |
| All | +27.7% | +406.9% | -379.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling