+41.8%
TGT vs ZCMD
-100.0%
+141.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.1% | +7.1% | +0.1% |
| 7D | -5.2% | -5.4% | +0.2% | -5.2% |
| 30D | +1.2% | -24.8% | +26.0% | +1.2% |
| 3M | +18.4% | -62.8% | +81.2% | +19.2% |
| 6M | +33.4% | -99.5% | +133.0% | +37.9% |
| YTD | +63.8% | -99.8% | +163.6% | +70.0% |
| 1Y | +77.2% | -99.9% | +177.1% | +84.6% |
| 3Y | +41.8% | -100.0% | +141.8% | +40.1% |
| All | +41.8% | -100.0% | +141.8% | +40.1% |
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