+49.5%
TXN vs ZCMD
-99.9%
+149.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.1% | +10.9% | +4.0% |
| 7D | +4.0% | -5.4% | +9.4% | +4.1% |
| 30D | -2.9% | -24.8% | +21.9% | -2.3% |
| 3M | -9.1% | -62.8% | +53.7% | -10.5% |
| 6M | +36.6% | -99.5% | +136.2% | +49.0% |
| YTD | +57.5% | -99.8% | +157.2% | +75.2% |
| 1Y | +49.5% | -99.9% | +149.4% | +73.2% |
| All | +49.5% | -99.9% | +149.4% | +73.2% |
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 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