+97.2%
TMUS vs ZCMD
-100.0%
+197.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -2.4% |
| 7D | -5.3% | -4.1% | -1.2% | -5.3% |
| 30D | +0.1% | -22.7% | +22.8% | +0.3% |
| 3M | -0.6% | -62.5% | +61.9% | -0.6% |
| 6M | -17.5% | -99.5% | +81.9% | -15.5% |
| YTD | -11.3% | -99.7% | +88.5% | -8.6% |
| 1Y | -25.4% | -99.9% | +74.5% | -22.8% |
| 3Y | +35.5% | -100.0% | +135.5% | +43.5% |
| 5Y | +41.9% | -100.0% | +141.9% | +50.3% |
| All | +97.2% | -100.0% | +197.2% | +149.2% |
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