-6.8%
TXG vs ZCMD
-100.0%
+93.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.1% | +10.4% | +3.5% |
| 7D | +9.5% | -5.4% | +14.9% | +9.6% |
| 30D | +18.8% | -24.8% | +43.6% | +19.4% |
| 3M | +136.1% | -62.8% | +198.9% | +130.8% |
| 6M | +235.2% | -99.5% | +334.8% | +273.8% |
| YTD | +320.5% | -99.8% | +420.3% | +386.4% |
| 1Y | +425.2% | -99.9% | +525.1% | +537.8% |
| 3Y | +42.9% | -100.0% | +142.9% | +93.3% |
| 5Y | -62.8% | -100.0% | +37.2% | -49.0% |
| All | -6.8% | -100.0% | +93.2% | +35.2% |
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