-100.0%
ZCMD vs TCOM
+23.0%
-123.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.2% |
| 7D | -5.4% | -4.9% | -0.5% | -4.9% |
| 30D | -24.8% | -14.4% | -10.4% | -23.6% |
| 3M | -62.8% | -17.7% | -45.1% | -62.0% |
| 6M | -99.5% | -25.1% | -74.4% | -99.5% |
| YTD | -99.8% | -45.7% | -54.0% | -99.7% |
| 1Y | -99.9% | -47.9% | -52.0% | -99.9% |
| 3Y | -100.0% | +8.9% | -108.9% | -100.0% |
| 5Y | -100.0% | +26.9% | -126.8% | -100.0% |
| All | -100.0% | +23.0% | -123.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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