-21.1%
TRMB vs ZYBT
-57.8%
+36.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.0% |
| 7D | -5.4% | -2.5% | -3.0% | -5.4% |
| 30D | -2.0% | -1.2% | -0.7% | -2.0% |
| 3M | +12.3% | +76.7% | -64.3% | +11.1% |
| 6M | -17.6% | +103.6% | -121.2% | -19.0% |
| YTD | -27.5% | +38.3% | -65.7% | -28.4% |
| 1Y | -29.1% | -84.7% | +55.6% | -28.4% |
| All | -21.1% | -57.8% | +36.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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