+10.7%
TTMI vs ZCMD
-99.9%
+110.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.0% | -7.1% | -10.0% |
| 7D | -19.2% | -13.3% | -5.9% | -18.9% |
| 30D | -44.9% | -49.6% | +4.7% | -43.9% |
| 3M | -44.7% | -54.6% | +9.9% | -43.8% |
| 6M | -53.4% | -99.8% | +46.4% | -38.3% |
| YTD | +6.3% | -99.9% | +106.2% | +38.1% |
| 1Y | +10.7% | -99.9% | +110.6% | +46.1% |
| All | +10.7% | -99.9% | +110.6% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling