-35.6%
TRMB vs ALK
-31.3%
-4.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.7% | +0.4% |
| 7D | +4.1% | +0.9% | +3.2% | +3.6% |
| 30D | -7.0% | +3.3% | -10.3% | -9.0% |
| 3M | -0.9% | -17.6% | +16.6% | +4.4% |
| 6M | -1.2% | +0.8% | -2.0% | -4.6% |
| YTD | -28.7% | -22.4% | -6.4% | -25.9% |
| 1Y | -32.1% | -10.1% | -22.0% | -33.6% |
| 3Y | +33.4% | +14.0% | +19.4% | +6.6% |
| 5Y | -35.6% | -29.8% | -5.8% | -37.3% |
| All | -35.6% | -31.3% | -4.3% | -37.3% |
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 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