+37.2%
TRMB vs ZCMD
-100.0%
+137.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | -1.2% | -21.6% | +20.3% | -1.3% |
| 3M | +9.6% | -67.4% | +77.0% | +9.7% |
| 6M | -16.1% | -99.4% | +83.3% | -13.0% |
| YTD | -25.0% | -99.7% | +74.8% | -21.3% |
| 1Y | -27.7% | -99.9% | +72.2% | -23.3% |
| 3Y | +15.3% | -100.0% | +115.3% | +27.0% |
| 5Y | -37.4% | -100.0% | +62.6% | -31.0% |
| All | +37.2% | -100.0% | +137.2% | +65.7% |
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