+19.3%
TPR vs ZCMD
-99.9%
+119.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +3.5% |
| 7D | +12.6% | -13.3% | +26.0% | +12.7% |
| 30D | +7.1% | -49.6% | +56.8% | +7.2% |
| 3M | -19.4% | -54.6% | +35.3% | -19.3% |
| 6M | -9.7% | -99.8% | +90.0% | -17.7% |
| YTD | -1.0% | -99.9% | +98.8% | -11.2% |
| 1Y | +19.3% | -99.9% | +119.2% | +4.0% |
| All | +19.3% | -99.9% | +119.2% | +4.0% |
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