+12.1%
TSN vs ZCMD
-99.9%
+112.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | -1.4% | -7.7% | +6.3% | -1.4% |
| 30D | +8.5% | -34.8% | +43.3% | +8.8% |
| 3M | +5.3% | -56.3% | +61.6% | +5.8% |
| 6M | -10.5% | -99.7% | +89.2% | +1.4% |
| YTD | +3.0% | -99.9% | +102.8% | +18.0% |
| 1Y | +12.1% | -99.9% | +112.0% | +30.5% |
| All | +12.1% | -99.9% | +112.0% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling