+239.1%
TPR vs ZCMD
-100.0%
+339.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.7% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -27.3% | -21.6% | -5.7% | -27.2% |
| 3M | -16.2% | -67.4% | +51.1% | -16.3% |
| 6M | -17.9% | -99.4% | +81.5% | -18.2% |
| YTD | -7.1% | -99.7% | +92.6% | -7.3% |
| 1Y | +13.6% | -99.9% | +113.5% | +14.1% |
| 3Y | +293.7% | -100.0% | +393.7% | +305.0% |
| 5Y | +239.1% | -100.0% | +339.1% | +240.6% |
| All | +239.1% | -100.0% | +339.1% | +240.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling