-100.0%
ZCMD vs TCOM
+7.1%
-107.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.7% |
| 7D | -2.0% | -6.5% | +4.5% | -2.0% |
| 30D | -19.8% | -16.2% | -3.6% | -19.8% |
| 3M | -62.1% | -19.3% | -42.7% | -61.6% |
| 6M | -99.5% | -27.2% | -72.3% | -99.5% |
| YTD | -99.7% | -46.2% | -53.6% | -99.7% |
| 1Y | -99.9% | -46.6% | -53.3% | -99.9% |
| All | -100.0% | +7.1% | -107.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling