+10.8%
TSN vs ZCMD
-100.0%
+110.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.4% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | -6.2% | -19.8% | +13.6% | -6.0% |
| 3M | -5.7% | -62.1% | +56.4% | -6.2% |
| 6M | -11.4% | -99.5% | +88.1% | -6.4% |
| YTD | -8.2% | -99.7% | +91.6% | -2.5% |
| 1Y | -2.0% | -99.9% | +97.9% | +4.8% |
| All | +10.8% | -100.0% | +110.8% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling