+99.7%
TXN vs ZCMD
-99.9%
+199.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.2% |
| 7D | +1.0% | -13.3% | +14.4% | +1.4% |
| 30D | +6.1% | -49.6% | +55.8% | +7.8% |
| 3M | +10.4% | -54.6% | +65.0% | +12.1% |
| 6M | +12.6% | -99.8% | +112.3% | +24.9% |
| YTD | +83.5% | -99.9% | +183.3% | +106.0% |
| 1Y | +99.7% | -99.9% | +199.6% | +130.6% |
| All | +99.7% | -99.9% | +199.6% | +130.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling