+631.7%
TSLA vs ZCMD
-100.0%
+731.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.7% |
| 7D | +8.9% | -7.7% | +16.6% | +9.2% |
| 30D | +6.3% | -34.8% | +41.1% | +7.8% |
| 3M | +14.8% | -56.3% | +71.1% | +17.5% |
| 6M | -12.4% | -99.7% | +87.3% | -3.0% |
| YTD | -13.2% | -99.9% | +86.6% | -1.7% |
| 1Y | -2.9% | -99.9% | +97.0% | +11.2% |
| 3Y | +74.4% | -100.0% | +174.4% | +125.5% |
| 5Y | +13.3% | -100.0% | +113.3% | +53.5% |
| All | +631.7% | -100.0% | +731.7% | +1,083.7% |
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 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