+102.0%
TRMB vs ALK
-41.7%
+143.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -16.7% | +9.0% | -25.7% | -19.8% |
| 30D | -9.9% | -1.6% | -8.3% | -10.3% |
| 3M | -7.6% | -23.2% | +15.6% | -0.4% |
| 6M | -14.7% | -3.9% | -10.8% | -16.0% |
| YTD | -30.9% | -22.6% | -8.4% | -28.2% |
| 1Y | -31.3% | -5.3% | -26.0% | -33.8% |
| 3Y | +29.4% | +18.6% | +10.8% | +8.6% |
| 5Y | -37.4% | -34.4% | -3.0% | -36.1% |
| All | +102.0% | -41.7% | +143.7% | +94.6% |
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