-10.5%
TEM vs ZCMD
-99.9%
+89.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.8% |
| 7D | -1.3% | -13.3% | +12.0% | -1.3% |
| 30D | -9.5% | -49.6% | +40.1% | -9.7% |
| 3M | +60.7% | -54.6% | +115.3% | +60.4% |
| 6M | +35.5% | -99.8% | +135.2% | +30.6% |
| YTD | +28.0% | -99.9% | +127.9% | +24.3% |
| 1Y | -10.5% | -99.9% | +89.4% | -12.7% |
| All | -10.5% | -99.9% | +89.4% | -12.7% |
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