+49.9%
TSLA vs ZCMD
-100.0%
+149.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.7% |
| 3M | -7.3% | -62.5% | +55.2% | -8.1% |
| 6M | -7.7% | -99.5% | +91.7% | -5.8% |
| YTD | -18.2% | -99.7% | +81.5% | -16.1% |
| 1Y | +6.0% | -99.9% | +105.9% | +9.1% |
| 3Y | +48.0% | -100.0% | +148.0% | +62.1% |
| All | +49.9% | -100.0% | +149.9% | +72.2% |
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