-88.4%
TMF vs ZCMD
-100.0%
+11.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.1% |
| 7D | +0.6% | +9.1% | -8.5% | +0.7% |
| 30D | +16.3% | -37.1% | +53.4% | +16.0% |
| 3M | -2.7% | -53.7% | +51.0% | -3.0% |
| 6M | -13.2% | -99.7% | +86.5% | -14.9% |
| YTD | -16.7% | -99.9% | +83.2% | -18.7% |
| 1Y | -22.7% | -99.9% | +77.2% | -24.7% |
| 3Y | -26.1% | -100.0% | +73.9% | -30.4% |
| 5Y | -88.4% | -100.0% | +11.6% | -89.0% |
| All | -88.4% | -100.0% | +11.6% | -89.0% |
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