+28.4%
TENB vs ZCMD
-100.0%
+128.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.1% |
| 7D | -1.7% | -4.1% | +2.5% | -1.6% |
| 30D | -8.3% | -22.7% | +14.5% | -8.1% |
| 3M | +26.2% | -62.5% | +88.6% | +25.1% |
| 6M | +60.2% | -99.5% | +159.6% | +63.8% |
| YTD | +43.1% | -99.7% | +142.8% | +49.1% |
| 1Y | +9.4% | -99.9% | +109.2% | +16.6% |
| 3Y | -23.9% | -100.0% | +76.1% | -15.0% |
| 5Y | -28.2% | -100.0% | +71.8% | -19.2% |
| All | +28.4% | -100.0% | +128.4% | +67.2% |
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