-22.0%
TLN vs ZCMD
-99.9%
+77.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.1% | +7.5% | +0.5% |
| 7D | -1.3% | -5.4% | +4.1% | -1.3% |
| 30D | -14.3% | -24.8% | +10.5% | -14.1% |
| 3M | -9.3% | -62.8% | +53.5% | -10.7% |
| 6M | -1.1% | -99.5% | +98.4% | -6.7% |
| YTD | -16.6% | -99.8% | +83.2% | -23.6% |
| 1Y | -22.0% | -99.9% | +77.9% | -27.2% |
| All | -22.0% | -99.9% | +77.9% | -27.2% |
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 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