+531.2%
TPR vs ZCMD
-100.0%
+631.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | -1.1% | -2.9% | +1.8% | -1.1% |
| 30D | +15.1% | -28.5% | +43.6% | +15.5% |
| 3M | -13.4% | -56.5% | +43.1% | -12.8% |
| 6M | +1.4% | -99.7% | +101.0% | +5.0% |
| YTD | +4.8% | -99.9% | +104.6% | +9.9% |
| 1Y | +29.2% | -99.9% | +129.1% | +36.6% |
| 3Y | +403.7% | -100.0% | +503.7% | +470.1% |
| 5Y | +230.8% | -100.0% | +330.8% | +283.2% |
| All | +531.2% | -100.0% | +631.2% | +665.8% |
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 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