+44.4%
TQQQ vs ZCMD
-99.5%
+143.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.6% | +2.7% |
| 7D | -1.9% | -5.4% | +3.5% | -1.8% |
| 30D | -4.9% | -24.8% | +19.9% | -4.4% |
| 3M | -6.4% | -62.8% | +56.4% | -7.2% |
| 6M | +44.4% | -99.5% | +143.9% | +35.7% |
| All | +44.4% | -99.5% | +143.9% | +35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling