-34.3%
TYL vs ZCMD
-99.9%
+65.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.3% | -4.1% |
| 7D | -3.7% | -8.0% | +4.3% | -3.8% |
| 30D | +18.7% | -27.9% | +46.6% | +18.0% |
| 3M | +18.1% | -74.6% | +92.7% | +19.2% |
| 6M | -1.1% | -99.5% | +98.3% | -0.4% |
| YTD | -19.8% | -99.7% | +79.9% | -17.0% |
| 1Y | -34.3% | -99.9% | +65.6% | -29.1% |
| All | -34.3% | -99.9% | +65.6% | -29.1% |
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