+184.3%
TD vs ZCMD
-100.0%
+284.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | -0.7% | -21.6% | +20.9% | -0.5% |
| 3M | +6.3% | -67.4% | +73.6% | +5.7% |
| 6M | +27.9% | -99.4% | +127.4% | +32.1% |
| YTD | +29.8% | -99.7% | +129.6% | +35.4% |
| 1Y | +63.7% | -99.9% | +163.5% | +72.5% |
| 3Y | +128.3% | -100.0% | +228.3% | +148.2% |
| 5Y | +125.5% | -100.0% | +225.5% | +145.2% |
| All | +184.3% | -100.0% | +284.3% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling