+10.9%
ZBRA vs TXG
+453.6%
-442.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.4% |
| 7D | -3.4% | +9.5% | -12.9% | -4.7% |
| 30D | -7.4% | +18.8% | -26.2% | -9.8% |
| 3M | +57.5% | +136.1% | -78.6% | +36.9% |
| 6M | +64.0% | +235.2% | -171.3% | +34.8% |
| YTD | +44.3% | +320.5% | -276.2% | +12.4% |
| 1Y | +10.9% | +425.2% | -414.3% | -20.9% |
| All | +10.9% | +453.6% | -442.7% | -20.9% |
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