+34.6%
TRMB vs ZCMD
-100.0%
+134.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.4% |
| 7D | -3.0% | -5.4% | +2.4% | -3.0% |
| 30D | +2.3% | -24.8% | +27.1% | +2.3% |
| 3M | +15.3% | -62.8% | +78.1% | +15.2% |
| 6M | -14.7% | -99.5% | +84.8% | -11.3% |
| YTD | -26.4% | -99.8% | +73.4% | -22.8% |
| 1Y | -30.4% | -99.9% | +69.5% | -26.1% |
| 3Y | +13.5% | -100.0% | +113.5% | +25.0% |
| 5Y | -38.6% | -100.0% | +61.4% | -32.2% |
| All | +34.6% | -100.0% | +134.6% | +62.5% |
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