-49.7%
TSLQ vs ZCMD
-99.9%
+50.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.8% | +15.7% | +11.7% |
| 7D | -5.8% | -8.0% | +2.2% | -6.3% |
| 30D | -22.1% | -27.9% | +5.8% | -23.4% |
| 3M | +10.1% | -74.6% | +84.6% | +14.1% |
| 6M | -6.8% | -99.5% | +92.7% | -12.9% |
| YTD | +8.5% | -99.7% | +108.3% | -1.7% |
| 1Y | -49.7% | -99.9% | +50.2% | -56.9% |
| All | -49.7% | -99.9% | +50.2% | -56.9% |
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