+52.2%
TEM vs ZCMD
-99.9%
+152.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.0% | -8.7% | -4.6% |
| 7D | -1.1% | -4.1% | +3.1% | -1.1% |
| 30D | +11.3% | -22.7% | +34.0% | +11.1% |
| 3M | +25.5% | -62.5% | +88.0% | +26.8% |
| 6M | +17.1% | -99.5% | +116.6% | +12.1% |
| YTD | +3.8% | -99.7% | +103.5% | -1.3% |
| 1Y | -24.4% | -99.9% | +75.5% | -29.1% |
| All | +52.2% | -99.9% | +152.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling