+10.6%
TMO vs ZCMD
-100.0%
+110.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.1% |
| 7D | -0.6% | -5.4% | +4.8% | -0.7% |
| 30D | +1.1% | -24.8% | +25.9% | +1.1% |
| 3M | +28.3% | -62.8% | +91.1% | +27.8% |
| 6M | +23.3% | -99.5% | +122.8% | +24.7% |
| YTD | +5.5% | -99.8% | +105.2% | +7.5% |
| 1Y | +24.5% | -99.9% | +124.5% | +28.2% |
| 3Y | +19.6% | -100.0% | +119.6% | +27.1% |
| All | +10.6% | -100.0% | +110.6% | +13.6% |
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