-84.0%
TTD vs ZCMD
-100.0%
+16.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.0% |
| 7D | -4.6% | -4.1% | -0.5% | -4.6% |
| 30D | +3.7% | -22.7% | +26.4% | +3.7% |
| 3M | -30.2% | -62.5% | +32.3% | -30.3% |
| 6M | -51.4% | -99.5% | +48.1% | -49.2% |
| YTD | -63.4% | -99.7% | +36.3% | -61.5% |
| 1Y | -73.5% | -99.9% | +26.4% | -72.0% |
| All | -84.0% | -100.0% | +16.0% | -83.2% |
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 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