-20.8%
TSLL vs ZCMD
-99.9%
+79.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.5% | +8.3% | +7.9% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | +21.7% | -21.6% | +43.3% | +23.1% |
| 3M | -28.2% | -67.4% | +39.1% | -28.6% |
| 6M | -29.5% | -99.4% | +70.0% | -20.1% |
| YTD | -47.5% | -99.7% | +52.2% | -37.9% |
| 1Y | -20.8% | -99.9% | +79.1% | +3.8% |
| All | -20.8% | -99.9% | +79.1% | +3.8% |
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 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