-14.7%
TRMB vs Z
-34.5%
+19.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.3% |
| 7D | -16.7% | -4.6% | -12.1% | -16.6% |
| 30D | -9.9% | +8.3% | -18.2% | -14.3% |
| 3M | -7.6% | -11.6% | +4.0% | -5.3% |
| 6M | -14.7% | -33.6% | +19.0% | +0.3% |
| All | -14.7% | -34.5% | +19.8% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling