-4.4%
TLT vs ZCMD
-99.9%
+95.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +0.5% | -12.9% | +13.4% | +0.5% |
| 30D | +6.0% | -45.3% | +51.3% | +5.9% |
| 3M | -0.9% | -59.4% | +58.5% | -1.0% |
| 6M | -2.6% | -99.8% | +97.2% | -3.7% |
| YTD | -3.1% | -99.9% | +96.7% | -4.1% |
| 1Y | -4.4% | -99.9% | +95.5% | -4.3% |
| All | -4.4% | -99.9% | +95.5% | -4.3% |
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 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