+74.4%
ZBRA vs TXG
+22.9%
+51.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | -3.8% | +5.0% | -8.8% | -5.0% |
| 30D | -10.2% | +13.5% | -23.7% | -13.3% |
| 3M | +58.7% | +128.0% | -69.3% | +27.2% |
| 6M | +61.9% | +224.4% | -162.5% | +17.3% |
| YTD | +41.7% | +307.0% | -265.3% | -4.6% |
| 1Y | +12.4% | +427.2% | -414.9% | -30.6% |
| 3Y | +34.2% | +40.2% | -6.0% | +7.1% |
| 5Y | -40.8% | -64.0% | +23.3% | -41.9% |
| All | +74.4% | +22.9% | +51.5% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling