+200.7%
ZTS vs TRMB
+74.3%
+126.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.6% | -16.6% | +15.9% | +3.8% |
| 30D | +11.0% | -8.9% | +19.9% | +12.8% |
| 3M | +10.9% | -6.3% | +17.3% | +11.7% |
| 6M | +0.9% | -10.0% | +10.9% | +2.5% |
| YTD | -33.0% | -30.1% | -2.9% | -26.6% |
| 1Y | -29.6% | -31.3% | +1.7% | -22.7% |
| 3Y | -49.0% | +30.8% | -79.9% | -55.2% |
| 5Y | -59.5% | -35.9% | -23.6% | -56.7% |
| 10Y | +77.0% | +101.7% | -24.7% | +38.4% |
| All | +200.7% | +74.3% | +126.5% | +138.9% |
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