+590.4%
TSLA vs ZCMD
-100.0%
+690.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.0% |
| 7D | +3.4% | -1.4% | +4.8% | +3.4% |
| 30D | +12.0% | -21.6% | +33.6% | +12.7% |
| 3M | -10.0% | -67.4% | +57.4% | -11.0% |
| 6M | -7.2% | -99.4% | +92.2% | +0.7% |
| YTD | -18.1% | -99.7% | +81.6% | -9.0% |
| 1Y | +6.3% | -99.9% | +106.2% | +21.0% |
| 3Y | +48.2% | -100.0% | +148.1% | +91.3% |
| 5Y | +46.5% | -100.0% | +146.5% | +90.1% |
| All | +590.4% | -100.0% | +690.4% | +995.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling