+148.6%
TE vs ZCMD
-99.9%
+248.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +1.4% |
| 7D | -4.0% | -8.0% | +4.1% | -3.8% |
| 30D | -15.9% | -27.9% | +12.0% | -15.4% |
| 3M | -60.5% | -74.6% | +14.0% | -60.0% |
| 6M | -35.2% | -99.5% | +64.2% | -32.4% |
| YTD | -31.1% | -99.7% | +68.6% | -29.9% |
| 1Y | +148.6% | -99.9% | +248.5% | +76.7% |
| All | +148.6% | -99.9% | +248.5% | +76.7% |
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