+763.5%
TSM vs ZCMD
-100.0%
+863.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +4.2% |
| 7D | +4.4% | +1.4% | +3.1% | +4.4% |
| 30D | -7.0% | -29.9% | +22.9% | -6.6% |
| 3M | -1.8% | -54.9% | +53.1% | -1.0% |
| 6M | +2.7% | -99.7% | +102.3% | +5.2% |
| YTD | +37.1% | -99.9% | +136.9% | +41.2% |
| 1Y | +43.5% | -99.9% | +143.4% | +48.2% |
| 3Y | +341.5% | -100.0% | +441.5% | +383.5% |
| 5Y | +278.9% | -100.0% | +378.9% | +323.5% |
| All | +763.5% | -100.0% | +863.5% | +990.4% |
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