+14.0%
TNA vs ZCMD
-100.0%
+114.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.3% |
| 7D | -7.3% | -5.4% | -1.9% | -7.1% |
| 30D | -14.2% | -24.8% | +10.6% | -13.6% |
| 3M | -4.6% | -62.8% | +58.2% | -7.2% |
| 6M | +36.9% | -99.5% | +136.5% | +58.5% |
| YTD | +42.5% | -99.8% | +142.3% | +71.1% |
| 1Y | +45.8% | -99.9% | +145.7% | +84.0% |
| 3Y | +104.7% | -100.0% | +204.6% | +197.1% |
| 5Y | -21.7% | -100.0% | +78.3% | +14.3% |
| All | +14.0% | -100.0% | +114.0% | +149.9% |
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