-100.0%
ZCMD vs TXT
+5.5%
-105.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -4.1% | +0.8% | -5.0% | -4.4% |
| 30D | -22.7% | -10.4% | -12.3% | -19.3% |
| 3M | -62.5% | -14.3% | -48.1% | -60.5% |
| 6M | -99.5% | -15.1% | -84.4% | -99.4% |
| YTD | -99.7% | -8.3% | -91.4% | -99.7% |
| 1Y | -99.9% | -0.7% | -99.2% | -99.9% |
| All | -100.0% | +5.5% | -105.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling