-55.4%
TSLL vs ZCMD
-100.0%
+44.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.7% | -8.1% | -11.7% |
| 7D | +1.9% | -8.0% | +9.9% | +2.2% |
| 30D | +17.8% | -27.9% | +45.6% | +19.0% |
| 3M | -37.0% | -74.6% | +37.6% | -37.0% |
| 6M | -37.7% | -99.5% | +61.8% | -37.1% |
| YTD | -51.4% | -99.7% | +48.4% | -51.2% |
| 1Y | -23.4% | -99.9% | +76.5% | -23.6% |
| 3Y | -30.8% | -100.0% | +69.2% | -27.0% |
| All | -55.4% | -100.0% | +44.6% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling