-100.0%
ZCMD vs TW
+103.8%
-203.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.9% |
| 7D | -5.4% | -4.5% | -0.9% | -4.8% |
| 30D | -24.8% | -2.3% | -22.5% | -24.6% |
| 3M | -62.8% | +2.6% | -65.4% | -63.4% |
| 6M | -99.5% | -17.5% | -82.0% | -99.5% |
| YTD | -99.8% | -5.3% | -94.4% | -99.8% |
| 1Y | -99.9% | -14.8% | -85.1% | -99.9% |
| 3Y | -100.0% | +18.8% | -118.8% | -100.0% |
| 5Y | -100.0% | +20.7% | -120.7% | -100.0% |
| All | -100.0% | +103.8% | -203.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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