-100.0%
ZCMD vs TAP
-33.0%
-67.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -4.1% | -5.1% | +0.9% | -3.1% |
| 30D | -22.7% | -8.4% | -14.3% | -21.3% |
| 3M | -62.5% | -3.9% | -58.6% | -62.3% |
| 6M | -99.5% | -14.4% | -85.1% | -99.4% |
| YTD | -99.7% | -14.7% | -85.0% | -99.7% |
| 1Y | -99.9% | -18.7% | -81.2% | -99.9% |
| All | -100.0% | -33.0% | -67.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling