+15.3%
TRMB vs Z
-37.5%
+52.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | +0.5% |
| 7D | -0.3% | -3.3% | +3.0% | +0.5% |
| 30D | -1.2% | -3.7% | +2.5% | -0.4% |
| 3M | +9.6% | -7.0% | +16.6% | +11.1% |
| 6M | -16.1% | -29.5% | +13.4% | -9.4% |
| YTD | -25.0% | -52.6% | +27.6% | -11.4% |
| 1Y | -27.7% | -64.0% | +36.3% | -9.4% |
| 3Y | +15.3% | -36.4% | +51.7% | +29.7% |
| All | +15.3% | -37.5% | +52.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling