+62.6%
TD vs ZCMD
-99.9%
+162.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +2.8% |
| 7D | +1.4% | -13.3% | +14.7% | +1.5% |
| 30D | +10.2% | -49.6% | +59.9% | +10.7% |
| 3M | +8.1% | -54.6% | +62.7% | +8.6% |
| 6M | +22.3% | -99.8% | +122.1% | +26.6% |
| YTD | +39.0% | -99.9% | +138.9% | +43.8% |
| 1Y | +62.6% | -99.9% | +162.5% | +69.8% |
| All | +62.6% | -99.9% | +162.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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