-100.0%
ZCMD vs TAP
-9.4%
-90.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.5% | -3.4% |
| 7D | -7.7% | +1.3% | -9.0% | -7.8% |
| 30D | -34.8% | +5.7% | -40.5% | -35.2% |
| 3M | -56.3% | -1.9% | -54.4% | -56.3% |
| 6M | -99.7% | +0.9% | -100.6% | -99.7% |
| YTD | -99.9% | -9.5% | -90.4% | -99.9% |
| 1Y | -99.9% | -9.0% | -91.0% | -99.9% |
| 3Y | -100.0% | -22.2% | -77.7% | -100.0% |
| 5Y | -100.0% | +1.2% | -101.2% | -100.0% |
| All | -100.0% | -9.4% | -90.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling