+69.0%
TPG vs ZCMD
-100.0%
+169.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.1% | +8.7% | +1.6% |
| 7D | -9.4% | -5.4% | -4.0% | -9.4% |
| 30D | -5.3% | -24.8% | +19.5% | -5.3% |
| 3M | +12.9% | -62.8% | +75.7% | +12.9% |
| 6M | +20.1% | -99.5% | +119.6% | +19.8% |
| YTD | -22.5% | -99.8% | +77.3% | -22.6% |
| 1Y | -19.7% | -99.9% | +80.2% | -20.2% |
| 3Y | +81.2% | -100.0% | +181.2% | +74.2% |
| All | +69.0% | -100.0% | +169.0% | +67.4% |
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