-9.5%
TSN vs ZCMD
-100.0%
+90.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.1% |
| 7D | +3.0% | -5.4% | +8.5% | +3.1% |
| 30D | -4.2% | -24.8% | +20.6% | -3.9% |
| 3M | -3.9% | -62.8% | +58.9% | -4.9% |
| 6M | -9.8% | -99.5% | +89.7% | -3.6% |
| YTD | -7.3% | -99.8% | +92.5% | +0.1% |
| 1Y | -2.2% | -99.9% | +97.7% | +7.2% |
| 3Y | +11.9% | -100.0% | +111.9% | +26.9% |
| 5Y | -16.9% | -100.0% | +83.0% | -5.5% |
| All | -9.5% | -100.0% | +90.5% | +30.2% |
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 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