+46.6%
TEM vs ZCMD
-99.9%
+146.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.1% | +7.5% | +0.4% |
| 7D | -8.7% | -5.4% | -3.3% | -8.7% |
| 30D | +8.1% | -24.8% | +32.8% | +7.9% |
| 3M | +19.0% | -62.8% | +81.8% | +20.3% |
| 6M | +12.0% | -99.5% | +111.5% | +7.1% |
| YTD | -0.1% | -99.8% | +99.7% | -5.0% |
| 1Y | -33.5% | -99.9% | +66.4% | -37.8% |
| All | +46.6% | -99.9% | +146.5% | +43.7% |
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