+733.0%
TSM vs ZCMD
-100.0%
+833.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.6% |
| 7D | +6.2% | -7.7% | +13.9% | +6.3% |
| 30D | -7.3% | -34.8% | +27.5% | -6.8% |
| 3M | -7.1% | -56.3% | +49.2% | -6.3% |
| 6M | +0.2% | -99.7% | +99.9% | +2.8% |
| YTD | +32.2% | -99.9% | +132.1% | +36.3% |
| 1Y | +42.8% | -99.9% | +142.7% | +47.6% |
| 3Y | +330.4% | -100.0% | +430.4% | +370.9% |
| 5Y | +263.9% | -100.0% | +363.9% | +307.2% |
| All | +733.0% | -100.0% | +833.0% | +953.0% |
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