-100.0%
ZCMD vs TAP
-10.1%
-89.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -8.0% | -2.3% | -5.7% | -7.7% |
| 30D | -27.9% | -2.1% | -25.7% | -27.7% |
| 3M | -74.6% | +6.6% | -81.2% | -74.9% |
| 6M | -99.5% | -11.5% | -88.0% | -99.4% |
| YTD | -99.7% | -10.3% | -89.5% | -99.7% |
| 1Y | -99.9% | -14.4% | -85.5% | -99.9% |
| 3Y | -100.0% | -28.3% | -71.7% | -100.0% |
| 5Y | -100.0% | +1.7% | -101.7% | -100.0% |
| All | -100.0% | -10.1% | -89.9% | -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