+9.5%
TPR vs ZCMD
-99.9%
+109.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.3% |
| 7D | -7.3% | -4.1% | -3.2% | -7.3% |
| 30D | -30.7% | -22.7% | -8.0% | -30.7% |
| 3M | -21.6% | -62.5% | +40.9% | -21.7% |
| 6M | -21.3% | -99.5% | +78.1% | -26.0% |
| YTD | -10.2% | -99.7% | +89.6% | -16.6% |
| 1Y | +9.5% | -99.9% | +109.4% | +6.9% |
| All | +9.5% | -99.9% | +109.4% | +6.9% |
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