-8.5%
TXG vs ZCMD
-100.0%
+91.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +2.5% |
| 7D | +9.1% | -4.1% | +13.3% | +9.3% |
| 30D | +14.9% | -22.7% | +37.6% | +15.5% |
| 3M | +120.0% | -62.5% | +182.5% | +115.3% |
| 6M | +221.8% | -99.5% | +321.3% | +256.7% |
| YTD | +312.6% | -99.7% | +412.3% | +376.2% |
| 1Y | +398.4% | -99.9% | +498.3% | +503.7% |
| 3Y | +42.1% | -100.0% | +142.1% | +91.8% |
| 5Y | -63.5% | -100.0% | +36.5% | -49.9% |
| All | -8.5% | -100.0% | +91.5% | +32.3% |
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