+570.0%
TLN vs ZCMD
-100.0%
+670.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.5% |
| 7D | +2.0% | -2.0% | +4.0% | +2.0% |
| 30D | -12.9% | -19.8% | +6.9% | -12.9% |
| 3M | -7.4% | -62.1% | +54.6% | -7.8% |
| 6M | -6.0% | -99.5% | +93.4% | -12.3% |
| YTD | -16.9% | -99.7% | +82.9% | -23.6% |
| 1Y | -22.6% | -99.9% | +77.3% | -30.1% |
| 3Y | +469.0% | -100.0% | +569.0% | +408.9% |
| All | +570.0% | -100.0% | +670.0% | +548.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling