-15.2%
TRU vs ZCMD
-100.0%
+84.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +1.0% |
| 7D | -2.7% | -5.4% | +2.7% | -2.7% |
| 30D | -2.0% | -24.8% | +22.7% | -2.0% |
| 3M | +18.4% | -62.8% | +81.2% | +18.3% |
| 6M | +8.9% | -99.5% | +108.4% | +10.6% |
| YTD | -8.9% | -99.8% | +90.8% | -7.0% |
| 1Y | -15.9% | -99.9% | +84.0% | -13.8% |
| 3Y | -1.1% | -100.0% | +98.9% | +2.5% |
| 5Y | -35.2% | -100.0% | +64.8% | -32.9% |
| All | -15.2% | -100.0% | +84.8% | +3.2% |
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