-37.2%
TRMB vs TKO
+291.2%
-328.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | -3.0% | +2.3% | -5.4% | -3.7% |
| 30D | +2.3% | -2.5% | +4.8% | +2.9% |
| 3M | +15.3% | -10.6% | +25.9% | +18.5% |
| 6M | -14.7% | -5.1% | -9.7% | -14.1% |
| YTD | -26.4% | -8.2% | -18.2% | -25.4% |
| 1Y | -30.4% | -4.4% | -26.0% | -30.4% |
| 3Y | +13.5% | +100.4% | -86.8% | -9.0% |
| All | -37.2% | +291.2% | -328.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling