+256.1%
TPR vs ZCMD
-100.0%
+356.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.0% |
| 7D | +14.2% | -4.4% | +18.6% | +14.2% |
| 30D | +17.1% | -43.0% | +60.1% | +17.3% |
| 3M | -17.7% | -54.9% | +37.1% | -17.5% |
| 6M | -10.2% | -99.8% | +89.6% | -10.5% |
| YTD | +4.9% | -99.9% | +104.8% | +4.6% |
| 1Y | +36.1% | -99.9% | +136.0% | +36.1% |
| 3Y | +416.5% | -100.0% | +516.5% | +426.4% |
| All | +256.1% | -100.0% | +356.1% | +268.3% |
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