+3,339.2%
TRMB vs ALK
+736.7%
+2,602.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.5% |
| 7D | -2.5% | -0.7% | -1.9% | -2.3% |
| 30D | +1.5% | -19.2% | +20.8% | +8.0% |
| 3M | +6.8% | -1.5% | +8.3% | +6.2% |
| 6M | -14.9% | -13.1% | -1.9% | -13.4% |
| YTD | -24.1% | -16.4% | -7.7% | -22.3% |
| 1Y | -25.4% | -33.1% | +7.7% | -18.7% |
| 3Y | +8.0% | +0.6% | +7.4% | 0.0% |
| 5Y | -37.3% | -26.4% | -10.9% | -37.1% |
| 10Y | +116.8% | -34.2% | +151.0% | +105.0% |
| All | +3,339.2% | +736.7% | +2,602.6% | +1,127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling