+288.2%
TSM vs ZCMD
-100.0%
+388.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.4% |
| 7D | +6.0% | -1.4% | +7.4% | +6.0% |
| 30D | +4.5% | -21.6% | +26.1% | +4.6% |
| 3M | +3.1% | -67.4% | +70.5% | +2.5% |
| 6M | +30.2% | -99.4% | +129.6% | +28.7% |
| YTD | +45.2% | -99.7% | +145.0% | +42.8% |
| 1Y | +79.6% | -99.9% | +179.4% | +76.1% |
| 3Y | +411.0% | -100.0% | +511.0% | +421.3% |
| All | +288.2% | -100.0% | +388.2% | +297.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling