-100.0%
ZCMD vs TAP
-14.7%
-85.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.0% | -5.3% | +3.2% | -1.4% |
| 30D | -19.8% | -7.4% | -12.4% | -19.1% |
| 3M | -62.1% | -4.9% | -57.1% | -61.9% |
| 6M | -99.5% | -14.2% | -85.3% | -99.5% |
| YTD | -99.7% | -14.8% | -84.9% | -99.7% |
| 1Y | -99.9% | -18.1% | -81.8% | -99.9% |
| 3Y | -100.0% | -32.7% | -67.3% | -100.0% |
| 5Y | -100.0% | -0.5% | -99.5% | -100.0% |
| All | -100.0% | -14.7% | -85.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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