+84.4%
TSM vs ZCMD
-99.9%
+184.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.8% | +6.6% | +2.9% |
| 7D | +2.7% | -8.0% | +10.7% | +2.8% |
| 30D | +3.6% | -27.9% | +31.5% | +3.9% |
| 3M | -3.4% | -74.6% | +71.2% | -4.3% |
| 6M | +20.6% | -99.5% | +120.1% | +21.3% |
| YTD | +41.9% | -99.7% | +141.6% | +41.0% |
| 1Y | +84.4% | -99.9% | +184.3% | +87.8% |
| All | +84.4% | -99.9% | +184.3% | +87.8% |
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 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