-25.3%
SWK vs TRMB
-38.3%
+13.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | +11.0% | -16.7% | +27.7% | +18.7% |
| 30D | +30.1% | -9.9% | +40.0% | +33.2% |
| 3M | +14.7% | -7.6% | +22.2% | +15.5% |
| 6M | +44.5% | -14.7% | +59.2% | +51.2% |
| YTD | +59.4% | -30.9% | +90.3% | +86.1% |
| 1Y | +77.5% | -31.3% | +108.9% | +107.7% |
| 3Y | +49.5% | +29.4% | +20.0% | +22.2% |
| All | -25.3% | -38.3% | +13.0% | -17.8% |
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