-53.0%
SWKS vs TRMB
-37.2%
-15.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +4.2% |
| 7D | +12.5% | -2.5% | +15.0% | +14.2% |
| 30D | +10.5% | +1.5% | +9.0% | +9.2% |
| 3M | -7.4% | +6.8% | -14.2% | -11.9% |
| 6M | +32.7% | -14.9% | +47.6% | +45.8% |
| YTD | +19.2% | -24.1% | +43.3% | +40.1% |
| 1Y | +2.4% | -25.4% | +27.8% | +21.5% |
| 3Y | -25.6% | +8.0% | -33.6% | -32.9% |
| All | -53.0% | -37.2% | -15.8% | -42.6% |
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 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