+98.9%
TRMB vs ALK
-37.5%
+136.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | -1.3% |
| 7D | -17.0% | +8.9% | -25.9% | -19.9% |
| 30D | -9.0% | +5.9% | -14.9% | -11.7% |
| 3M | -8.1% | -16.5% | +8.4% | -3.7% |
| 6M | -10.1% | +2.1% | -12.2% | -13.2% |
| YTD | -30.2% | -17.1% | -13.1% | -29.1% |
| 1Y | -30.7% | -2.9% | -27.8% | -33.6% |
| 3Y | +32.6% | +24.5% | +8.1% | +9.6% |
| 5Y | -38.1% | -29.1% | -9.0% | -38.5% |
| 10Y | +98.9% | -39.1% | +138.0% | +83.3% |
| All | +98.9% | -37.5% | +136.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling