-31.0%
TRMB vs TKO
+5.6%
-36.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.4% | -20.7% | -17.8% |
| 7D | -15.7% | +11.3% | -27.0% | -17.5% |
| 30D | -7.8% | +9.3% | -17.0% | -9.4% |
| 3M | -9.3% | +5.3% | -14.6% | -10.4% |
| 6M | -20.8% | +4.9% | -25.7% | -22.1% |
| YTD | -30.8% | -6.3% | -24.5% | -30.3% |
| 1Y | -31.0% | +4.9% | -35.9% | -32.9% |
| All | -31.0% | +5.6% | -36.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling