+90.2%
TMUS vs ZCMD
-100.0%
+190.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -0.6% |
| 7D | +6.5% | -2.9% | +9.4% | +6.5% |
| 30D | +11.3% | -28.5% | +39.7% | +11.5% |
| 3M | -2.9% | -56.5% | +53.7% | -2.4% |
| 6M | -10.5% | -99.7% | +89.1% | -8.1% |
| YTD | -14.4% | -99.9% | +85.5% | -11.6% |
| 1Y | -17.9% | -99.9% | +82.0% | -15.0% |
| 3Y | +21.9% | -100.0% | +121.9% | +29.1% |
| 5Y | +52.1% | -100.0% | +152.1% | +62.4% |
| All | +90.2% | -100.0% | +190.2% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling