-56.8%
TSLL vs ZCMD
-100.0%
+43.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.8% | +6.9% | +8.6% |
| 7D | -21.2% | -4.4% | -16.8% | -21.1% |
| 30D | -13.3% | -43.0% | +29.7% | -11.4% |
| 3M | +15.4% | -54.9% | +70.2% | +18.5% |
| 6M | -34.2% | -99.8% | +65.5% | -32.2% |
| YTD | -52.9% | -99.9% | +47.0% | -51.8% |
| 1Y | -54.3% | -99.9% | +45.6% | -53.5% |
| 3Y | -18.4% | -100.0% | +81.6% | -12.8% |
| All | -56.8% | -100.0% | +43.2% | -54.2% |
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