+597.7%
TLN vs ZCMD
-100.0%
+697.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +2.1% |
| 7D | +22.3% | -2.9% | +25.2% | +22.3% |
| 30D | +1.2% | -28.5% | +29.6% | +1.2% |
| 3M | +5.9% | -56.5% | +62.5% | +6.0% |
| 6M | +3.2% | -99.7% | +102.9% | -3.2% |
| YTD | +3.2% | -99.9% | +103.0% | -5.1% |
| 1Y | +5.2% | -99.9% | +105.1% | -3.9% |
| All | +597.7% | -100.0% | +697.7% | +541.5% |
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