+560.7%
TQQQ vs ZCMD
-100.0%
+660.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.2% |
| 7D | -3.9% | -2.0% | -1.9% | -3.9% |
| 30D | -5.3% | -19.8% | +14.5% | -4.8% |
| 3M | +0.1% | -62.1% | +62.2% | -1.8% |
| 6M | +40.7% | -99.5% | +140.1% | +51.2% |
| YTD | +31.8% | -99.7% | +131.5% | +44.8% |
| 1Y | +48.2% | -99.9% | +148.1% | +66.8% |
| 3Y | +253.6% | -100.0% | +353.6% | +349.4% |
| 5Y | +99.6% | -100.0% | +199.6% | +156.0% |
| All | +560.7% | -100.0% | +660.7% | +1,087.5% |
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