-2.2%
TSN vs ZCMD
-99.9%
+97.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.1% | +8.1% | +1.0% |
| 7D | +3.0% | -5.4% | +8.5% | +3.1% |
| 30D | -4.2% | -24.8% | +20.6% | -4.0% |
| 3M | -3.9% | -62.8% | +58.9% | -4.2% |
| 6M | -9.8% | -99.5% | +89.7% | +2.2% |
| YTD | -7.3% | -99.8% | +92.5% | +6.6% |
| 1Y | -2.2% | -99.9% | +97.7% | +17.2% |
| All | -2.2% | -99.9% | +97.7% | +17.2% |
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 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