-37.2%
TRMB vs ZCMD
-100.0%
+62.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.4% |
| 7D | -3.0% | -5.4% | +2.4% | -3.1% |
| 30D | +2.3% | -24.8% | +27.1% | +2.1% |
| 3M | +15.3% | -62.8% | +78.1% | +15.8% |
| 6M | -14.7% | -99.5% | +84.8% | -13.5% |
| YTD | -26.4% | -99.8% | +73.4% | -25.2% |
| 1Y | -30.4% | -99.9% | +69.5% | -29.1% |
| 3Y | +13.5% | -100.0% | +113.5% | +15.1% |
| All | -37.2% | -100.0% | +62.8% | -36.3% |
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