-100.0%
ZCMD vs TXT
+73.0%
-173.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.6% |
| 7D | -8.0% | -4.8% | -3.2% | -6.9% |
| 30D | -27.9% | -10.6% | -17.3% | -26.0% |
| 3M | -74.6% | -13.2% | -61.4% | -73.9% |
| 6M | -99.5% | -20.3% | -79.1% | -99.4% |
| YTD | -99.7% | -9.3% | -90.5% | -99.7% |
| 1Y | -99.9% | -2.7% | -97.2% | -99.9% |
| 3Y | -100.0% | +1.4% | -101.4% | -100.0% |
| 5Y | -100.0% | +9.6% | -109.5% | -100.0% |
| All | -100.0% | +73.0% | -173.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling