+282.6%
TPR vs ZCMD
-100.0%
+382.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.6% |
| 6M | -21.3% | -99.5% | +78.1% | -22.4% |
| YTD | -10.2% | -99.7% | +89.6% | -11.4% |
| 1Y | +9.5% | -99.9% | +109.4% | +8.4% |
| All | +282.6% | -100.0% | +382.6% | +261.9% |
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 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