+125.4%
TD vs ZCMD
-100.0%
+225.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | -2.6% | -2.0% | -0.5% | -2.6% |
| 30D | -1.0% | -19.8% | +18.8% | -0.9% |
| 3M | +5.6% | -62.1% | +67.7% | +5.1% |
| 6M | +27.1% | -99.5% | +126.6% | +29.9% |
| YTD | +29.4% | -99.7% | +129.1% | +32.9% |
| 1Y | +60.7% | -99.9% | +160.6% | +66.1% |
| 3Y | +127.6% | -100.0% | +227.6% | +138.1% |
| 5Y | +125.4% | -100.0% | +225.4% | +137.0% |
| All | +125.4% | -100.0% | +225.4% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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