-5.8%
TDG vs ZCMD
-99.9%
+94.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.7% |
| 7D | +7.1% | -13.3% | +20.4% | +7.0% |
| 30D | +11.4% | -49.6% | +61.0% | +11.0% |
| 3M | -4.6% | -54.6% | +50.1% | -4.8% |
| 6M | +5.8% | -99.8% | +105.6% | +7.9% |
| YTD | -8.5% | -99.9% | +91.4% | -4.9% |
| 1Y | -5.8% | -99.9% | +94.1% | -0.5% |
| All | -5.8% | -99.9% | +94.1% | -0.5% |
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