+284.4%
ZBH vs TRMB
+1,706.7%
-1,422.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -2.8% | -2.5% | -0.3% | -2.3% |
| 30D | -0.1% | +1.5% | -1.6% | -0.5% |
| 3M | +13.4% | +6.8% | +6.7% | +11.6% |
| 6M | +3.0% | -14.9% | +17.9% | +6.3% |
| YTD | +9.7% | -24.1% | +33.7% | +15.8% |
| 1Y | -5.4% | -25.4% | +20.0% | 0.0% |
| 3Y | -15.6% | +8.0% | -23.6% | -19.5% |
| 5Y | -28.1% | -37.3% | +9.2% | -23.9% |
| 10Y | -15.2% | +116.8% | -132.0% | -31.5% |
| All | +284.4% | +1,706.7% | -1,422.2% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling