-20.5%
ZBH vs TRMB
+11.9%
-32.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.8% |
| 7D | -4.9% | -2.9% | -2.0% | -4.4% |
| 30D | -3.2% | -1.8% | -1.5% | -3.0% |
| 3M | +5.8% | +8.4% | -2.6% | +4.2% |
| 6M | +2.0% | -18.5% | +20.5% | +4.9% |
| YTD | +5.8% | -26.7% | +32.5% | +10.6% |
| 1Y | -7.9% | -28.3% | +20.4% | -3.6% |
| All | -20.5% | +11.9% | -32.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling