-44.3%
SWKS vs TRMB
-38.8%
-5.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.4% |
| 7D | -9.2% | -17.9% | +8.7% | +0.9% |
| 30D | -1.9% | -12.0% | +10.1% | +4.3% |
| 3M | +21.2% | -8.4% | +29.7% | +25.0% |
| 6M | +12.9% | -21.5% | +34.4% | +27.9% |
| YTD | +30.7% | -31.5% | +62.3% | +60.5% |
| 1Y | +14.1% | -33.4% | +47.6% | +42.5% |
| 3Y | -1.7% | +26.5% | -28.2% | -21.7% |
| All | -44.3% | -38.8% | -5.5% | -30.1% |
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