+120.8%
TRMB vs Z
-5.7%
+126.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.2% |
| 7D | -2.9% | -7.1% | +4.2% | -1.0% |
| 30D | -1.8% | -4.8% | +3.0% | -0.7% |
| 3M | +8.4% | -9.3% | +17.7% | +10.8% |
| 6M | -18.5% | -29.0% | +10.4% | -11.6% |
| YTD | -26.7% | -52.9% | +26.1% | -12.0% |
| 1Y | -28.3% | -63.1% | +34.8% | -8.7% |
| 3Y | +12.6% | -36.9% | +49.5% | +19.5% |
| 5Y | -38.7% | -65.5% | +26.8% | -29.7% |
| 10Y | +120.8% | -3.9% | +124.6% | +79.6% |
| All | +120.8% | -5.7% | +126.5% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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