+29.9%
TYL vs ZCMD
-100.0%
+129.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -0.5% |
| 7D | +3.5% | +9.1% | -5.5% | +3.6% |
| 30D | +26.9% | -37.1% | +64.0% | +26.6% |
| 3M | +33.8% | -53.7% | +87.5% | +33.3% |
| 6M | +28.8% | -99.7% | +128.5% | +33.7% |
| YTD | -7.9% | -99.9% | +92.0% | -3.2% |
| 1Y | -9.8% | -99.9% | +90.1% | -4.6% |
| 3Y | +1.2% | -100.0% | +101.2% | +11.5% |
| 5Y | -22.8% | -100.0% | +77.2% | -13.7% |
| All | +29.9% | -100.0% | +129.9% | +63.2% |
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 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