-9.8%
TRI vs ZCMD
-100.0%
+90.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.8% | +1.6% |
| 7D | -7.9% | -5.4% | -2.5% | -7.9% |
| 30D | -4.5% | -24.8% | +20.3% | -4.7% |
| 3M | +22.1% | -62.8% | +84.9% | +23.0% |
| 6M | -2.8% | -99.5% | +96.8% | +0.9% |
| YTD | -23.4% | -99.8% | +76.3% | -19.7% |
| 1Y | -41.5% | -99.9% | +58.4% | -38.2% |
| 3Y | -19.2% | -100.0% | +80.8% | -15.2% |
| All | -9.8% | -100.0% | +90.2% | -5.3% |
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