+15.5%
TSLA vs ZCMD
-100.0%
+115.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.7% |
| 7D | +8.9% | -7.7% | +16.6% | +9.1% |
| 30D | +6.3% | -34.8% | +41.1% | +7.3% |
| 3M | +14.8% | -56.3% | +71.1% | +16.6% |
| 6M | -12.4% | -99.7% | +87.3% | -9.4% |
| YTD | -13.2% | -99.9% | +86.6% | -10.0% |
| 1Y | -2.9% | -99.9% | +97.0% | +0.8% |
| 3Y | +74.4% | -100.0% | +174.4% | +91.0% |
| All | +15.5% | -100.0% | +115.5% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling