-46.0%
TSLL vs ZCMD
-99.9%
+53.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.0% | -3.3% | -6.1% |
| 7D | -9.4% | -13.3% | +3.9% | -8.7% |
| 30D | +1.6% | -49.6% | +51.2% | +5.9% |
| 3M | +29.4% | -54.6% | +84.0% | +34.7% |
| 6M | -20.1% | -99.8% | +79.6% | -6.2% |
| YTD | -44.5% | -99.9% | +55.4% | -35.0% |
| 1Y | -46.0% | -99.9% | +53.9% | -38.7% |
| All | -46.0% | -99.9% | +53.9% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling