+14.8%
TENB vs ZCMD
-100.0%
+114.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.1% | +1.1% | -5.9% |
| 7D | -12.1% | -5.4% | -6.7% | -12.0% |
| 30D | -18.6% | -24.8% | +6.2% | -18.5% |
| 3M | +12.1% | -62.8% | +74.9% | +11.1% |
| 6M | +46.8% | -99.5% | +146.3% | +50.5% |
| YTD | +28.0% | -99.8% | +127.7% | +33.4% |
| 1Y | -1.4% | -99.9% | +98.5% | +5.2% |
| 3Y | -33.9% | -100.0% | +66.1% | -26.2% |
| 5Y | -34.6% | -100.0% | +65.4% | -26.4% |
| All | +14.8% | -100.0% | +114.8% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling