-37.6%
TENB vs ZCMD
-100.0%
+62.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.1% | +1.1% | -6.0% |
| 7D | -12.1% | -5.4% | -6.7% | -12.1% |
| 30D | -18.6% | -24.8% | +6.2% | -18.6% |
| 3M | +12.1% | -62.8% | +74.9% | +11.5% |
| 6M | +46.8% | -99.5% | +146.3% | +46.5% |
| YTD | +28.0% | -99.8% | +127.7% | +29.3% |
| 1Y | -1.4% | -99.9% | +98.5% | +1.2% |
| 3Y | -33.9% | -100.0% | +66.1% | -31.2% |
| All | -37.6% | -100.0% | +62.4% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling