-47.2%
TTD vs ZCMD
-100.0%
+52.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.6% | -4.3% |
| 7D | +6.3% | -8.0% | +14.3% | +6.5% |
| 30D | -23.9% | -27.9% | +4.0% | -23.5% |
| 3M | -31.4% | -74.6% | +43.2% | -31.5% |
| 6M | -42.7% | -99.5% | +56.8% | -36.1% |
| YTD | -62.0% | -99.7% | +37.8% | -56.3% |
| 1Y | -72.2% | -99.9% | +27.7% | -67.2% |
| 3Y | -81.9% | -100.0% | +18.0% | -75.9% |
| 5Y | -81.5% | -100.0% | +18.4% | -75.0% |
| All | -47.2% | -100.0% | +52.8% | -2.8% |
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