+193.0%
ARM vs TRGP
+241.5%
-48.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.4% | +3.3% | +5.6% |
| 7D | -5.3% | -7.2% | +1.8% | -2.8% |
| 30D | -30.0% | -4.2% | -25.9% | -29.0% |
| 3M | -34.1% | +7.0% | -41.0% | -35.9% |
| 6M | -12.6% | +11.2% | -23.9% | -17.9% |
| YTD | +70.4% | +51.1% | +19.3% | +34.8% |
| 1Y | +22.3% | +62.0% | -39.8% | -7.2% |
| 3Y | +261.2% | +248.2% | +13.0% | +66.5% |
| All | +193.0% | +241.5% | -48.5% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling