-15.3%
ZBH vs TRMB
-36.0%
+20.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -2.3% | +2.8% | -5.1% | -2.8% |
| 30D | +12.5% | -5.9% | +18.3% | +12.3% |
| 3M | +3.9% | -3.3% | +7.2% | +3.0% |
| 6M | +25.4% | +1.3% | +24.1% | +22.4% |
| YTD | +15.7% | -29.0% | +44.7% | +23.4% |
| 1Y | +15.2% | -27.8% | +42.9% | +22.2% |
| 3Y | +0.3% | +36.3% | -36.0% | -15.3% |
| All | -15.3% | -36.0% | +20.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling