-100.0%
ZCMD vs TW
+106.9%
-206.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | -1.4% | -3.5% | +2.1% | -0.9% |
| 30D | -21.6% | +0.5% | -22.1% | -21.7% |
| 3M | -67.4% | +4.9% | -72.3% | -68.1% |
| 6M | -99.4% | -17.1% | -82.3% | -99.4% |
| YTD | -99.7% | -3.9% | -95.9% | -99.7% |
| 1Y | -99.9% | -13.3% | -86.6% | -99.9% |
| 3Y | -100.0% | +20.9% | -120.9% | -100.0% |
| 5Y | -100.0% | +20.5% | -120.5% | -100.0% |
| All | -100.0% | +106.9% | -206.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling