+101.9%
TMUS vs ZCMD
-100.0%
+201.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.3% | -3.4% |
| 7D | +0.1% | -8.0% | +8.1% | +0.1% |
| 30D | +5.3% | -27.9% | +33.1% | +5.5% |
| 3M | +3.1% | -74.6% | +77.7% | +3.4% |
| 6M | -16.5% | -99.5% | +83.0% | -14.4% |
| YTD | -9.2% | -99.7% | +90.6% | -6.4% |
| 1Y | -26.5% | -99.9% | +73.4% | -23.9% |
| 3Y | +39.0% | -100.0% | +139.0% | +47.3% |
| 5Y | +40.4% | -100.0% | +140.4% | +48.9% |
| All | +101.9% | -100.0% | +201.8% | +155.2% |
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