+221.1%
TRV vs ZCMD
-100.0%
+321.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.3% |
| 7D | +0.2% | -4.1% | +4.3% | +0.2% |
| 30D | -2.3% | -22.7% | +20.4% | -2.3% |
| 3M | +22.7% | -62.5% | +85.2% | +22.3% |
| 6M | +21.9% | -99.5% | +121.4% | +25.4% |
| YTD | +27.5% | -99.7% | +127.2% | +31.8% |
| 1Y | +36.2% | -99.9% | +136.1% | +42.0% |
| 3Y | +140.6% | -100.0% | +240.6% | +157.4% |
| 5Y | +154.5% | -100.0% | +254.5% | +172.0% |
| All | +221.1% | -100.0% | +321.1% | +291.4% |
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