+587.5%
TLN vs ZCMD
-100.0%
+687.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.9% |
| 7D | +5.8% | -4.1% | +10.0% | +5.8% |
| 30D | -6.9% | -22.7% | +15.9% | -6.8% |
| 3M | -10.9% | -62.5% | +51.6% | -11.3% |
| 6M | -4.6% | -99.5% | +94.8% | -10.8% |
| YTD | -14.7% | -99.7% | +85.0% | -21.6% |
| 1Y | -17.9% | -99.9% | +82.0% | -26.0% |
| 3Y | +483.9% | -100.0% | +583.9% | +422.1% |
| All | +587.5% | -100.0% | +687.5% | +565.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling