-62.4%
ZTS vs TRMB
-39.0%
-23.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | -3.8% | -2.9% | -0.9% | -2.7% |
| 30D | -2.0% | -1.8% | -0.3% | -1.5% |
| 3M | -10.2% | +8.4% | -18.6% | -13.3% |
| 6M | -39.4% | -18.5% | -20.9% | -35.0% |
| YTD | -40.8% | -26.7% | -14.1% | -34.2% |
| 1Y | -50.1% | -28.3% | -21.8% | -44.3% |
| 3Y | -58.9% | +12.6% | -71.5% | -63.2% |
| 5Y | -62.4% | -38.7% | -23.7% | -56.5% |
| All | -62.4% | -39.0% | -23.4% | -56.5% |
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