-9.4%
TJX vs ZCMD
-99.9%
+90.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | -0.3% |
| 7D | -4.6% | -5.4% | +0.8% | -4.6% |
| 30D | -17.2% | -24.8% | +7.6% | -17.2% |
| 3M | -24.9% | -62.8% | +37.9% | -24.3% |
| 6M | -19.7% | -99.5% | +79.9% | -17.5% |
| YTD | -17.2% | -99.8% | +82.6% | -14.4% |
| 1Y | -9.4% | -99.9% | +90.5% | -4.1% |
| All | -9.4% | -99.9% | +90.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling