-17.4%
ZBH vs TRMB
+121.9%
-139.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | -4.7% | -3.0% | -1.6% | -3.6% |
| 30D | -4.5% | +2.3% | -6.8% | -5.4% |
| 3M | +7.6% | +15.3% | -7.7% | +1.8% |
| 6M | +0.3% | -14.7% | +15.0% | +5.4% |
| YTD | +4.5% | -26.4% | +30.9% | +15.5% |
| 1Y | -9.4% | -30.4% | +21.0% | +1.7% |
| 3Y | -21.5% | +13.5% | -35.0% | -30.3% |
| 5Y | -28.4% | -38.6% | +10.2% | -19.6% |
| All | -17.4% | +121.9% | -139.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling