+106.1%
TRMB vs ALK
-41.4%
+147.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.6% |
| 7D | +4.1% | +2.6% | +1.5% | +3.1% |
| 30D | -5.1% | +7.8% | -12.9% | -8.4% |
| 3M | -2.6% | -15.2% | +12.6% | +1.5% |
| 6M | -2.7% | +5.0% | -7.7% | -7.1% |
| YTD | -27.9% | -18.4% | -9.5% | -26.4% |
| 1Y | -29.0% | -2.4% | -26.6% | -32.2% |
| 3Y | +35.0% | +19.8% | +15.2% | +13.0% |
| 5Y | -33.9% | -27.8% | -6.1% | -34.8% |
| 10Y | +106.1% | -42.0% | +148.1% | +93.3% |
| All | +106.1% | -41.4% | +147.5% | +93.3% |
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