+802.2%
TTMI vs ZCMD
-100.0%
+902.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | +6.0% | -2.0% | +8.1% | +6.1% |
| 30D | -6.4% | -19.8% | +13.4% | -6.2% |
| 3M | -28.9% | -62.1% | +33.1% | -29.3% |
| 6M | +26.9% | -99.5% | +126.4% | +37.7% |
| YTD | +77.3% | -99.7% | +177.0% | +93.9% |
| 1Y | +147.5% | -99.9% | +247.4% | +173.2% |
| 3Y | +847.6% | -100.0% | +947.6% | +1,001.9% |
| 5Y | +802.2% | -100.0% | +902.2% | +949.9% |
| All | +802.2% | -100.0% | +902.2% | +949.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling