+585.3%
TSLA vs ZCMD
-100.0%
+685.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.6% | +0.8% |
| 7D | +3.2% | -5.4% | +8.6% | +3.4% |
| 30D | +11.6% | -24.8% | +36.4% | +12.4% |
| 3M | -8.4% | -62.8% | +54.3% | -10.0% |
| 6M | -10.4% | -99.5% | +89.1% | -2.1% |
| YTD | -18.7% | -99.8% | +81.0% | -9.5% |
| 1Y | -0.9% | -99.9% | +99.0% | +13.4% |
| 3Y | +33.6% | -100.0% | +133.6% | +72.7% |
| 5Y | +48.9% | -100.0% | +148.9% | +94.2% |
| All | +585.3% | -100.0% | +685.3% | +989.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling