+843.5%
TRGP vs ZCMD
-100.0%
+943.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +14.6% | -21.6% | +36.1% | +15.0% |
| 3M | +11.9% | -67.4% | +79.3% | +10.3% |
| 6M | +25.3% | -99.4% | +124.7% | +37.2% |
| YTD | +61.9% | -99.7% | +161.6% | +82.5% |
| 1Y | +87.3% | -99.9% | +187.2% | +117.6% |
| 3Y | +268.0% | -100.0% | +368.0% | +384.6% |
| 5Y | +638.2% | -100.0% | +738.2% | +867.3% |
| All | +843.5% | -100.0% | +943.5% | +2,385.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling