+14.5%
TFC vs ZCMD
-100.0%
+114.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -0.8% |
| 7D | -1.3% | -4.1% | +2.8% | -1.3% |
| 30D | -2.3% | -22.7% | +20.4% | -2.3% |
| 3M | +2.5% | -62.5% | +65.0% | +2.1% |
| 6M | +9.5% | -99.5% | +108.9% | +11.8% |
| YTD | +5.1% | -99.7% | +104.8% | +7.7% |
| 1Y | +15.5% | -99.9% | +115.4% | +19.0% |
| 3Y | +95.2% | -100.0% | +195.2% | +102.2% |
| 5Y | +14.5% | -100.0% | +114.5% | +18.1% |
| All | +14.5% | -100.0% | +114.5% | +18.1% |
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