+16.3%
TNA vs ZCMD
-100.0%
+116.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.2% | -4.3% |
| 7D | -3.6% | -4.1% | +0.5% | -3.5% |
| 30D | -10.1% | -22.7% | +12.7% | -9.5% |
| 3M | +2.7% | -62.5% | +65.2% | 0.0% |
| 6M | +38.4% | -99.5% | +137.9% | +59.1% |
| YTD | +45.4% | -99.7% | +145.2% | +74.1% |
| 1Y | +55.9% | -99.9% | +155.8% | +96.2% |
| 3Y | +109.8% | -100.0% | +209.8% | +203.8% |
| 5Y | -22.5% | -100.0% | +77.5% | +12.8% |
| All | +16.3% | -100.0% | +116.3% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling