-53.5%
TE vs ZCMD
-100.0%
+46.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.1% | +7.7% | +0.8% |
| 7D | +0.2% | -5.4% | +5.6% | +0.3% |
| 30D | -5.9% | -24.8% | +18.9% | -5.6% |
| 3M | -45.6% | -62.8% | +17.2% | -45.7% |
| 6M | -43.4% | -99.5% | +56.2% | -43.2% |
| YTD | -31.0% | -99.8% | +68.8% | -31.0% |
| 1Y | +145.2% | -99.9% | +245.1% | +143.2% |
| 3Y | -24.1% | -100.0% | +75.9% | -20.1% |
| 5Y | -48.1% | -100.0% | +51.8% | -45.1% |
| All | -53.5% | -100.0% | +46.5% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling