-89.9%
TMF vs ZCMD
-100.0%
+10.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -1.6% |
| 7D | -0.9% | -4.1% | +3.3% | -0.9% |
| 30D | -1.0% | -22.7% | +21.7% | -1.1% |
| 3M | -11.3% | -62.5% | +51.2% | -10.7% |
| 6M | -22.7% | -99.5% | +76.7% | -24.5% |
| YTD | -17.3% | -99.7% | +82.4% | -19.6% |
| 1Y | -22.5% | -99.9% | +77.4% | -25.1% |
| 3Y | -43.2% | -100.0% | +56.8% | -46.7% |
| 5Y | -88.3% | -100.0% | +11.7% | -89.0% |
| All | -89.9% | -100.0% | +10.1% | -91.5% |
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 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