+13.0%
TYL vs ZCMD
-100.0%
+113.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -4.0% |
| 7D | -3.7% | -8.0% | +4.3% | -3.7% |
| 30D | +18.7% | -27.9% | +46.6% | +18.5% |
| 3M | +18.1% | -74.6% | +92.7% | +18.9% |
| 6M | -1.1% | -99.5% | +98.3% | +2.8% |
| YTD | -19.8% | -99.7% | +79.9% | -15.5% |
| 1Y | -34.3% | -99.9% | +65.6% | -30.0% |
| 3Y | -8.2% | -100.0% | +91.8% | +1.9% |
| 5Y | -25.4% | -100.0% | +74.6% | -16.8% |
| All | +13.0% | -100.0% | +113.0% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling