-40.6%
SWKS vs TRMB
-37.9%
-2.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -3.1% | -16.6% | +13.4% | +6.6% |
| 30D | +8.3% | -8.9% | +17.2% | +12.8% |
| 3M | +20.2% | -6.3% | +26.5% | +22.2% |
| 6M | +24.9% | -10.0% | +34.9% | +29.1% |
| YTD | +33.2% | -30.1% | +63.3% | +61.5% |
| 1Y | +23.6% | -31.3% | +54.9% | +51.2% |
| 3Y | +1.3% | +30.8% | -29.6% | -21.1% |
| 5Y | -40.6% | -35.9% | -4.7% | -28.0% |
| All | -40.6% | -37.9% | -2.7% | -28.0% |
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