-35.3%
TLT vs ZCMD
-100.0%
+64.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | -3.1% | -7.7% | +4.6% | -3.1% |
| 30D | +1.0% | -34.8% | +35.8% | +1.0% |
| 3M | -2.7% | -56.3% | +53.6% | -2.9% |
| 6M | -4.1% | -99.7% | +95.5% | -5.0% |
| YTD | -5.4% | -99.9% | +94.5% | -6.4% |
| 1Y | -7.0% | -99.9% | +92.9% | -8.1% |
| 3Y | +2.8% | -100.0% | +102.8% | +0.5% |
| 5Y | -35.4% | -100.0% | +64.6% | -36.8% |
| All | -35.3% | -100.0% | +64.7% | -39.4% |
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