+66.7%
TDY vs ZCMD
-100.0%
+166.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -1.9% | -2.0% | +0.2% | -1.8% |
| 30D | -12.5% | -19.8% | +7.3% | -12.3% |
| 3M | -0.8% | -62.1% | +61.3% | -1.8% |
| 6M | -9.0% | -99.5% | +90.5% | -5.0% |
| YTD | +16.8% | -99.7% | +116.5% | +23.2% |
| 1Y | +9.5% | -99.9% | +109.3% | +17.1% |
| 3Y | +45.4% | -100.0% | +145.4% | +64.0% |
| 5Y | +37.8% | -100.0% | +137.8% | +55.7% |
| All | +66.7% | -100.0% | +166.7% | +132.2% |
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