-36.7%
SWK vs TRMB
-37.2%
+0.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.5% |
| 7D | -0.4% | -2.5% | +2.1% | +0.9% |
| 30D | -5.7% | +1.5% | -7.2% | -6.7% |
| 3M | +24.1% | +6.8% | +17.3% | +19.0% |
| 6M | +24.7% | -14.9% | +39.7% | +34.7% |
| YTD | +33.9% | -24.1% | +58.0% | +53.5% |
| 1Y | +34.7% | -25.4% | +60.1% | +55.9% |
| 3Y | +15.3% | +8.0% | +7.3% | +6.9% |
| All | -36.7% | -37.2% | +0.5% | -29.1% |
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