-25.8%
TE vs ZCMD
-99.9%
+74.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -3.4% |
| 7D | +3.8% | -13.3% | +17.1% | +4.3% |
| 30D | -26.2% | -49.6% | +23.4% | -24.5% |
| 3M | -49.7% | -54.6% | +4.9% | -48.6% |
| 6M | -46.5% | -99.8% | +53.3% | -34.2% |
| YTD | -59.1% | -99.9% | +40.7% | -48.1% |
| 1Y | -25.8% | -99.9% | +74.1% | -4.3% |
| All | -25.8% | -99.9% | +74.1% | -4.3% |
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