+32.3%
TFC vs ZCMD
-100.0%
+132.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -2.5% | -2.0% | -0.4% | -2.5% |
| 30D | -2.8% | -19.8% | +17.0% | -2.7% |
| 3M | +2.1% | -62.1% | +64.2% | +1.4% |
| 6M | +10.1% | -99.5% | +109.6% | +14.5% |
| YTD | +5.4% | -99.7% | +105.2% | +10.6% |
| 1Y | +16.3% | -99.9% | +116.2% | +23.5% |
| 3Y | +95.9% | -100.0% | +195.9% | +115.2% |
| 5Y | +16.0% | -100.0% | +116.0% | +27.6% |
| All | +32.3% | -100.0% | +132.3% | +60.2% |
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