-12.1%
TSN vs ZCMD
-100.0%
+87.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.6% |
| 7D | -6.3% | -8.0% | +1.7% | -6.2% |
| 30D | -10.8% | -27.9% | +17.1% | -10.5% |
| 3M | -8.8% | -74.6% | +65.8% | -9.0% |
| 6M | -16.8% | -99.5% | +82.6% | -11.3% |
| YTD | -10.0% | -99.7% | +89.8% | -2.9% |
| 1Y | -5.3% | -99.9% | +94.6% | +3.5% |
| 3Y | +8.5% | -100.0% | +108.5% | +23.1% |
| 5Y | -22.9% | -100.0% | +77.1% | -12.1% |
| All | -12.1% | -100.0% | +87.9% | +26.3% |
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