-51.7%
TSLL vs ZCMD
-100.0%
+48.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.1% |
| 7D | -11.0% | -3.0% | -8.0% | -10.9% |
| 30D | -5.3% | -39.5% | +34.2% | -3.5% |
| 3M | +20.8% | -57.8% | +78.6% | +24.4% |
| 6M | -36.0% | -99.7% | +63.7% | -34.0% |
| YTD | -47.3% | -99.9% | +52.6% | -46.0% |
| 1Y | -48.4% | -99.9% | +51.5% | -47.3% |
| 3Y | -5.4% | -100.0% | +94.5% | +0.9% |
| All | -51.7% | -100.0% | +48.3% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling