-100.0%
ZCMD vs TW
+19.6%
-119.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | -19.8% | -1.7% | -18.1% | -19.7% |
| 3M | -62.1% | +1.6% | -63.7% | -62.5% |
| 6M | -99.5% | -17.7% | -81.8% | -99.5% |
| YTD | -99.7% | -4.3% | -95.4% | -99.7% |
| 1Y | -99.9% | -13.1% | -86.8% | -99.9% |
| 3Y | -100.0% | +20.3% | -120.3% | -100.0% |
| 5Y | -100.0% | +22.0% | -121.9% | -100.0% |
| All | -100.0% | +19.6% | -119.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling