+28.7%
SWK vs TRMB
+105.7%
-77.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | +11.0% | -16.7% | +27.7% | +19.6% |
| 30D | +30.1% | -9.9% | +40.0% | +34.0% |
| 3M | +14.7% | -7.6% | +22.2% | +16.1% |
| 6M | +44.5% | -14.7% | +59.2% | +52.1% |
| YTD | +59.4% | -30.9% | +90.3% | +87.6% |
| 1Y | +77.5% | -31.3% | +108.9% | +109.4% |
| 3Y | +49.5% | +29.4% | +20.0% | +20.6% |
| 5Y | -24.9% | -37.4% | +12.5% | -11.7% |
| All | +28.7% | +105.7% | -77.0% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling