+34.4%
TSLA vs ZCMD
-100.0%
+134.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.2% |
| 7D | +3.0% | -4.1% | +7.2% | +3.1% |
| 30D | +11.2% | -22.7% | +33.9% | +11.6% |
| 3M | -7.3% | -62.5% | +55.2% | -7.9% |
| 6M | -7.7% | -99.5% | +91.7% | -7.6% |
| YTD | -18.2% | -99.7% | +81.5% | -18.2% |
| 1Y | +6.0% | -99.9% | +105.9% | +5.5% |
| All | +34.4% | -100.0% | +134.4% | +32.1% |
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