-87.4%
TMF vs ZCMD
-100.0%
+12.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +0.3% |
| 7D | -1.4% | -8.0% | +6.6% | -1.5% |
| 30D | -2.8% | -27.9% | +25.0% | -3.0% |
| 3M | -10.9% | -74.6% | +63.7% | -10.7% |
| 6M | -21.3% | -99.5% | +78.1% | -22.8% |
| YTD | -15.9% | -99.7% | +83.9% | -17.8% |
| 1Y | -15.7% | -99.9% | +84.1% | -18.0% |
| 3Y | -43.4% | -100.0% | +56.6% | -46.7% |
| All | -87.4% | -100.0% | +12.6% | -88.0% |
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