+830.5%
TRGP vs ZCMD
-100.0%
+930.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.1% | +6.5% | -0.4% |
| 7D | +0.1% | -5.4% | +5.5% | +0.2% |
| 30D | +8.0% | -24.8% | +32.8% | +8.6% |
| 3M | +8.3% | -62.8% | +71.0% | +6.1% |
| 6M | +23.9% | -99.5% | +123.4% | +36.7% |
| YTD | +59.6% | -99.8% | +159.4% | +80.2% |
| 1Y | +79.4% | -99.9% | +179.3% | +109.7% |
| 3Y | +269.4% | -100.0% | +369.4% | +387.0% |
| 5Y | +641.6% | -100.0% | +741.6% | +877.1% |
| All | +830.5% | -100.0% | +930.5% | +2,354.0% |
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