-40.7%
ZS vs TRMB
-39.0%
-1.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +4.4% |
| 7D | -3.8% | -2.9% | -0.9% | -1.6% |
| 30D | -6.0% | -1.8% | -4.2% | -4.7% |
| 3M | +32.0% | +8.4% | +23.6% | +22.9% |
| 6M | +2.1% | -18.5% | +20.7% | +20.1% |
| YTD | -26.2% | -26.7% | +0.6% | -5.8% |
| 1Y | -41.2% | -28.3% | -12.9% | -24.3% |
| 3Y | +3.3% | +12.6% | -9.3% | -15.9% |
| 5Y | -40.7% | -38.7% | -2.0% | -4.0% |
| All | -40.7% | -39.0% | -1.7% | -4.0% |
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 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