-39.8%
TRMB vs ALK
-35.2%
-4.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.1% |
| 7D | -17.9% | +7.1% | -25.0% | -20.5% |
| 30D | -12.0% | -3.0% | -9.0% | -11.9% |
| 3M | -8.4% | -25.6% | +17.2% | +0.1% |
| 6M | -21.5% | +0.5% | -22.0% | -24.2% |
| YTD | -31.5% | -23.1% | -8.5% | -28.5% |
| 1Y | -33.4% | -7.5% | -25.9% | -35.6% |
| 3Y | +26.5% | +15.3% | +11.2% | +0.4% |
| All | -39.8% | -35.2% | -4.7% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling