-99.9%
ZCMD vs TXT
0.0%
-99.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.3% | -9.3% | -8.9% |
| 7D | -5.4% | +2.5% | -7.9% | -7.4% |
| 30D | -24.8% | -8.9% | -15.9% | -18.9% |
| 3M | -62.8% | -13.6% | -49.2% | -59.2% |
| 6M | -99.5% | -13.1% | -86.4% | -99.5% |
| YTD | -99.8% | -7.0% | -92.7% | -99.8% |
| 1Y | -99.9% | -1.4% | -98.5% | -99.9% |
| All | -99.9% | 0.0% | -99.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling