+852.1%
TTMI vs ZCMD
-100.0%
+952.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.1% | +10.4% | +3.5% |
| 7D | +0.7% | -5.4% | +6.1% | +0.8% |
| 30D | -8.4% | -24.8% | +16.3% | -8.0% |
| 3M | -32.5% | -62.8% | +30.3% | -33.2% |
| 6M | +32.5% | -99.5% | +132.0% | +45.9% |
| YTD | +83.2% | -99.8% | +183.0% | +104.3% |
| 1Y | +161.7% | -99.9% | +261.6% | +197.1% |
| 3Y | +890.1% | -100.0% | +990.1% | +1,095.5% |
| 5Y | +832.4% | -100.0% | +932.4% | +1,030.2% |
| All | +852.1% | -100.0% | +952.1% | +1,318.0% |
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