+35.8%
ARM vs TRGP
+76.5%
-40.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.6% |
| 7D | +9.1% | +12.4% | -3.3% | +11.2% |
| 30D | -19.9% | +2.6% | -22.6% | -19.5% |
| 3M | -31.6% | +11.9% | -43.5% | -28.5% |
| 6M | -13.9% | +13.9% | -27.8% | -9.0% |
| YTD | +74.3% | +64.2% | +10.1% | +78.2% |
| 1Y | +35.8% | +78.5% | -42.7% | +37.8% |
| All | +35.8% | +76.5% | -40.7% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling