+8.0%
TYL vs ZCMD
-100.0%
+108.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.5% |
| 7D | -7.6% | -1.4% | -6.2% | -7.6% |
| 30D | +11.3% | -21.6% | +32.9% | +11.2% |
| 3M | +14.5% | -67.4% | +81.9% | +15.0% |
| 6M | -7.1% | -99.4% | +92.3% | -3.5% |
| YTD | -23.4% | -99.7% | +76.4% | -19.3% |
| 1Y | -38.6% | -99.9% | +61.3% | -34.5% |
| 3Y | -11.3% | -100.0% | +88.7% | -1.6% |
| 5Y | -28.0% | -100.0% | +72.0% | -19.8% |
| All | +8.0% | -100.0% | +108.0% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling