+441.1%
TPR vs ZCMD
-100.0%
+541.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.3% | -3.3% |
| 7D | -7.3% | -4.1% | -3.2% | -7.3% |
| 30D | -30.7% | -22.7% | -8.0% | -30.6% |
| 3M | -21.6% | -62.5% | +40.9% | -22.1% |
| 6M | -21.3% | -99.5% | +78.1% | -18.8% |
| YTD | -10.2% | -99.7% | +89.6% | -6.3% |
| 1Y | +9.5% | -99.9% | +109.4% | +16.4% |
| 3Y | +280.8% | -100.0% | +380.8% | +331.8% |
| 5Y | +218.7% | -100.0% | +318.7% | +262.7% |
| All | +441.1% | -100.0% | +541.1% | +552.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling