+357.3%
TT vs ZCMD
-100.0%
+457.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +0.9% |
| 7D | 0.0% | -8.0% | +8.0% | +0.1% |
| 30D | -7.2% | -27.9% | +20.7% | -6.9% |
| 3M | -3.0% | -74.6% | +71.6% | -3.6% |
| 6M | +1.4% | -99.5% | +100.8% | +4.4% |
| YTD | +15.9% | -99.7% | +115.6% | +20.4% |
| 1Y | +9.4% | -99.9% | +109.3% | +14.4% |
| 3Y | +124.4% | -100.0% | +224.4% | +140.9% |
| 5Y | +138.0% | -100.0% | +238.0% | +155.7% |
| All | +357.3% | -100.0% | +457.3% | +428.1% |
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