-97.2%
TSLQ vs ZCMD
-100.0%
+2.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.5% | -8.0% |
| 7D | -8.6% | -1.4% | -7.2% | -8.6% |
| 30D | -24.9% | -21.6% | -3.3% | -25.4% |
| 3M | -1.5% | -67.4% | +65.8% | +1.2% |
| 6M | -18.1% | -99.4% | +81.4% | -16.4% |
| YTD | -0.1% | -99.7% | +99.6% | +2.4% |
| 1Y | -51.4% | -99.9% | +48.5% | -49.7% |
| 3Y | -95.9% | -100.0% | +4.1% | -95.9% |
| All | -97.2% | -100.0% | +2.8% | -97.2% |
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 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