+229.6%
TRV vs ZCMD
-100.0%
+329.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.1% | +9.1% | +2.1% |
| 7D | +1.9% | -5.4% | +7.4% | +1.9% |
| 30D | +1.7% | -24.8% | +26.5% | +1.8% |
| 3M | +23.9% | -62.8% | +86.7% | +23.4% |
| 6M | +26.3% | -99.5% | +125.8% | +29.9% |
| YTD | +30.8% | -99.8% | +130.6% | +35.3% |
| 1Y | +36.3% | -99.9% | +136.2% | +42.1% |
| 3Y | +145.0% | -100.0% | +245.0% | +162.1% |
| 5Y | +163.9% | -100.0% | +263.9% | +182.1% |
| All | +229.6% | -100.0% | +329.6% | +301.7% |
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 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