+122.7%
TT vs ZCMD
-100.0%
+222.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -7.3% | -21.6% | +14.3% | -7.2% |
| 3M | -2.6% | -67.4% | +64.8% | -3.3% |
| 6M | +5.9% | -99.4% | +105.3% | +7.7% |
| YTD | +15.4% | -99.7% | +115.2% | +17.7% |
| 1Y | +8.2% | -99.9% | +108.1% | +10.6% |
| 3Y | +122.7% | -100.0% | +222.6% | +118.7% |
| All | +122.7% | -100.0% | +222.6% | +118.7% |
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