-37.4%
TRMB vs Z
-67.0%
+29.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | +0.7% |
| 7D | -0.3% | -3.3% | +3.0% | +0.6% |
| 30D | -1.2% | -3.7% | +2.5% | -0.3% |
| 3M | +9.6% | -7.0% | +16.6% | +11.3% |
| 6M | -16.1% | -29.5% | +13.4% | -8.5% |
| YTD | -25.0% | -52.6% | +27.6% | -9.2% |
| 1Y | -27.7% | -64.0% | +36.3% | -6.2% |
| 3Y | +15.3% | -36.4% | +51.7% | +22.6% |
| 5Y | -37.4% | -65.8% | +28.4% | -36.0% |
| All | -37.4% | -67.0% | +29.6% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling