+37.5%
ZBRA vs TXG
+43.8%
-6.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.1% |
| 7D | -3.4% | +9.5% | -12.9% | -5.4% |
| 30D | -7.4% | +18.8% | -26.2% | -11.3% |
| 3M | +57.5% | +136.1% | -78.6% | +26.9% |
| 6M | +64.0% | +235.2% | -171.3% | +20.0% |
| YTD | +44.3% | +320.5% | -276.2% | -1.9% |
| 1Y | +10.9% | +425.2% | -414.3% | -30.4% |
| 3Y | +37.5% | +42.9% | -5.4% | +15.4% |
| All | +37.5% | +43.8% | -6.2% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling