+139.8%
TDG vs ZCMD
-100.0%
+239.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +1.2% |
| 7D | -1.9% | -5.4% | +3.5% | -1.8% |
| 30D | -7.7% | -24.8% | +17.1% | -7.6% |
| 3M | -9.3% | -62.8% | +53.5% | -10.1% |
| 6M | -9.4% | -99.5% | +90.2% | -4.5% |
| YTD | -14.3% | -99.8% | +85.5% | -8.3% |
| 1Y | -11.8% | -99.9% | +88.1% | -4.1% |
| 3Y | +52.0% | -100.0% | +152.0% | +76.3% |
| 5Y | +128.8% | -100.0% | +228.8% | +165.8% |
| All | +139.8% | -100.0% | +239.8% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling