+163.0%
TEL vs ZCMD
-100.0%
+263.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.2% |
| 7D | +1.2% | -4.1% | +5.4% | +1.2% |
| 30D | -4.1% | -22.7% | +18.6% | -4.0% |
| 3M | -2.6% | -62.5% | +59.9% | -3.0% |
| 6M | 0.0% | -99.5% | +99.5% | +3.9% |
| YTD | -9.1% | -99.7% | +90.7% | -4.5% |
| 1Y | -0.8% | -99.9% | +99.1% | +5.4% |
| 3Y | +67.4% | -100.0% | +167.4% | +86.4% |
| 5Y | +51.8% | -100.0% | +151.7% | +69.3% |
| All | +163.0% | -100.0% | +263.0% | +233.2% |
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