+333.8%
TT vs ZCMD
-100.0%
+433.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.5% |
| 30D | -11.0% | -29.9% | +18.8% | -10.7% |
| 3M | -12.0% | -54.9% | +42.9% | -11.4% |
| 6M | -10.4% | -99.7% | +89.2% | -7.3% |
| YTD | +9.9% | -99.9% | +109.8% | +14.7% |
| 1Y | +1.5% | -99.9% | +101.4% | +6.3% |
| 3Y | +93.7% | -100.0% | +193.7% | +108.2% |
| 5Y | +139.2% | -100.0% | +239.2% | +159.0% |
| All | +333.8% | -100.0% | +433.8% | +403.2% |
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 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