+202.6%
ZTS vs TRMB
+77.7%
+124.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | +1.0% | +4.1% | -3.0% | -0.2% |
| 30D | +12.4% | -7.0% | +19.4% | +13.6% |
| 3M | +13.6% | -0.9% | +14.5% | +12.4% |
| 6M | +9.3% | -1.2% | +10.5% | +7.8% |
| YTD | -32.6% | -28.7% | -3.8% | -26.6% |
| 1Y | -30.0% | -32.1% | +2.0% | -22.9% |
| 3Y | -48.7% | +33.4% | -82.1% | -55.2% |
| 5Y | -59.3% | -35.6% | -23.7% | -56.6% |
| 10Y | +79.8% | +103.8% | -24.0% | +39.9% |
| All | +202.6% | +77.7% | +124.8% | +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