-0.4%
TLT vs ZCMD
-100.0%
+99.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -0.3% | -21.6% | +21.3% | -0.3% |
| 3M | -1.7% | -67.4% | +65.6% | -1.6% |
| 6M | -4.9% | -99.4% | +94.5% | -5.5% |
| YTD | -2.8% | -99.7% | +97.0% | -3.5% |
| 1Y | -4.2% | -99.9% | +95.7% | -5.0% |
| All | -0.4% | -100.0% | +99.6% | -3.8% |
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