+35.8%
TFC vs ZCMD
-100.0%
+135.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.1% |
| 7D | +2.4% | -8.0% | +10.4% | +2.5% |
| 30D | -1.3% | -27.9% | +26.6% | -1.1% |
| 3M | +6.1% | -74.6% | +80.6% | +5.8% |
| 6M | +7.3% | -99.5% | +106.8% | +11.5% |
| YTD | +8.2% | -99.7% | +107.9% | +13.5% |
| 1Y | +14.4% | -99.9% | +114.3% | +21.3% |
| 3Y | +93.7% | -100.0% | +193.7% | +113.0% |
| 5Y | +16.4% | -100.0% | +116.4% | +28.3% |
| All | +35.8% | -100.0% | +135.8% | +64.5% |
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