+802.7%
TSM vs ZCMD
-100.0%
+902.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.3% | +1.3% |
| 7D | +1.0% | -5.4% | +6.4% | +1.1% |
| 30D | +1.0% | -24.8% | +25.7% | +1.2% |
| 3M | +2.9% | -62.8% | +65.7% | +1.9% |
| 6M | +22.8% | -99.5% | +122.4% | +25.2% |
| YTD | +43.3% | -99.8% | +143.1% | +46.7% |
| 1Y | +69.2% | -99.9% | +169.1% | +74.6% |
| 3Y | +404.5% | -100.0% | +504.5% | +453.4% |
| 5Y | +282.2% | -100.0% | +382.2% | +320.7% |
| All | +802.7% | -100.0% | +902.7% | +1,033.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling