-48.4%
TSLL vs ZCMD
-99.9%
+51.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.2% |
| 7D | -11.0% | -3.0% | -8.0% | -10.8% |
| 30D | -5.3% | -39.5% | +34.2% | -2.4% |
| 3M | +20.8% | -57.8% | +78.6% | +26.6% |
| 6M | -36.0% | -99.7% | +63.7% | -25.4% |
| YTD | -47.3% | -99.9% | +52.6% | -37.2% |
| 1Y | -48.4% | -99.9% | +51.5% | -37.7% |
| All | -48.4% | -99.9% | +51.5% | -37.7% |
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