-100.0%
ZCMD vs TCOM
+27.7%
-127.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -1.4% | -7.6% | +6.2% | -0.5% |
| 30D | -21.6% | -12.2% | -9.4% | -20.5% |
| 3M | -67.4% | -14.2% | -53.1% | -66.8% |
| 6M | -99.4% | -25.0% | -74.4% | -99.4% |
| YTD | -99.7% | -43.7% | -56.1% | -99.7% |
| 1Y | -99.9% | -44.5% | -55.4% | -99.9% |
| 3Y | -100.0% | +13.4% | -113.4% | -100.0% |
| 5Y | -100.0% | +26.5% | -126.5% | -100.0% |
| All | -100.0% | +27.7% | -127.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling