+37.2%
TRI vs ZCMD
-100.0%
+137.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -1.8% |
| 7D | -8.4% | -4.1% | -4.3% | -8.4% |
| 30D | -6.5% | -22.7% | +16.3% | -6.6% |
| 3M | +18.6% | -62.5% | +81.1% | +19.4% |
| 6M | -10.4% | -99.5% | +89.0% | -6.9% |
| YTD | -23.7% | -99.7% | +76.0% | -19.7% |
| 1Y | -42.5% | -99.9% | +57.4% | -38.9% |
| 3Y | -19.3% | -100.0% | +80.7% | -13.8% |
| 5Y | -9.7% | -100.0% | +90.3% | -3.3% |
| All | +37.2% | -100.0% | +137.2% | +45.9% |
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