-90.7%
TMF vs ZCMD
-100.0%
+9.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -1.4% |
| 7D | -9.3% | -7.7% | -1.6% | -9.3% |
| 30D | +1.9% | -34.8% | +36.7% | +1.7% |
| 3M | -11.2% | -56.3% | +45.1% | -11.6% |
| 6M | -17.7% | -99.7% | +82.0% | -19.8% |
| YTD | -24.5% | -99.9% | +75.4% | -26.8% |
| 1Y | -29.4% | -99.9% | +70.5% | -31.8% |
| 3Y | -33.4% | -100.0% | +66.6% | -37.6% |
| 5Y | -88.7% | -100.0% | +11.3% | -89.4% |
| All | -90.7% | -100.0% | +9.3% | -92.3% |
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