+249.1%
THC vs ZCMD
-100.0%
+349.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -2.6% | -1.4% | -1.2% | -2.5% |
| 30D | -1.2% | -21.6% | +20.4% | -1.1% |
| 3M | +58.9% | -67.4% | +126.3% | +57.8% |
| 6M | +9.3% | -99.4% | +108.8% | +13.2% |
| YTD | +30.4% | -99.7% | +130.1% | +35.8% |
| 1Y | +34.6% | -99.9% | +134.5% | +41.6% |
| 3Y | +246.7% | -100.0% | +346.7% | +268.1% |
| All | +249.1% | -100.0% | +349.1% | +276.1% |
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