-49.1%
TSLL vs ZCMD
-100.0%
+50.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.6% |
| 7D | +17.8% | -7.7% | +25.5% | +18.2% |
| 30D | +8.2% | -34.8% | +43.0% | +10.0% |
| 3M | +20.9% | -56.3% | +77.2% | +24.3% |
| 6M | -37.5% | -99.7% | +62.2% | -35.4% |
| YTD | -44.5% | -99.9% | +55.4% | -43.0% |
| 1Y | -33.0% | -99.9% | +67.0% | -31.4% |
| 3Y | -6.4% | -100.0% | +93.6% | +0.1% |
| All | -49.1% | -100.0% | +50.9% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling