+137.0%
TRMB vs Z
+6.9%
+130.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.5% |
| 7D | -16.7% | -4.6% | -12.1% | -16.4% |
| 30D | -9.9% | +8.3% | -18.2% | -12.9% |
| 3M | -7.6% | -11.6% | +4.0% | -6.0% |
| 6M | -14.7% | -33.6% | +19.0% | -6.8% |
| YTD | -30.9% | -56.7% | +25.7% | -16.6% |
| 1Y | -31.3% | -59.1% | +27.8% | -16.0% |
| 3Y | +29.4% | -20.4% | +49.8% | +27.8% |
| 5Y | -37.4% | -55.3% | +17.9% | -32.0% |
| 10Y | +109.2% | -14.2% | +123.4% | +67.0% |
| All | +137.0% | +6.9% | +130.1% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling