-48.9%
TTD vs ZCMD
-100.0%
+51.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.7% |
| 7D | -7.4% | -2.0% | -5.4% | -7.4% |
| 30D | +3.0% | -19.8% | +22.8% | +3.3% |
| 3M | -27.6% | -62.1% | +34.5% | -28.8% |
| 6M | -49.5% | -99.5% | +50.0% | -43.5% |
| YTD | -63.2% | -99.7% | +36.5% | -57.7% |
| 1Y | -69.7% | -99.9% | +30.2% | -64.2% |
| 3Y | -83.3% | -100.0% | +16.6% | -77.8% |
| 5Y | -80.8% | -100.0% | +19.2% | -74.2% |
| All | -48.9% | -100.0% | +51.1% | -5.9% |
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