+296.4%
ARM vs TRGP
+260.5%
+35.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.3% |
| 7D | +5.5% | +0.8% | +4.7% | +5.2% |
| 30D | -8.2% | +11.5% | -19.7% | -11.9% |
| 3M | -35.9% | +9.0% | -44.9% | -38.5% |
| 6M | +103.1% | +20.5% | +82.6% | +83.6% |
| YTD | +130.6% | +59.5% | +71.1% | +79.3% |
| 1Y | +86.1% | +77.9% | +8.2% | +34.9% |
| All | +296.4% | +260.5% | +35.9% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling