+1.9%
TYL vs ZCMD
-100.0%
+101.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.3% |
| 7D | +6.7% | -4.4% | +11.1% | +6.6% |
| 30D | +26.5% | -43.0% | +69.5% | +25.7% |
| 3M | +37.3% | -54.9% | +92.2% | +36.1% |
| 6M | +31.2% | -99.8% | +130.9% | +33.2% |
| YTD | -7.4% | -99.9% | +92.5% | -5.5% |
| 1Y | -9.6% | -99.9% | +90.4% | -7.4% |
| 3Y | +1.9% | -100.0% | +101.9% | +3.9% |
| All | +1.9% | -100.0% | +101.9% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling