+174.6%
ARM vs TRGP
+230.2%
-55.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.4% | +5.6% |
| 7D | -15.2% | -16.0% | +0.8% | -10.3% |
| 30D | -40.7% | -6.4% | -34.2% | -39.4% |
| 3M | -39.1% | -1.0% | -38.1% | -39.2% |
| 6M | -26.4% | +7.0% | -33.4% | -29.9% |
| YTD | +59.7% | +46.1% | +13.6% | +27.7% |
| 1Y | +10.3% | +58.7% | -48.3% | -16.0% |
| 3Y | +228.9% | +221.9% | +7.0% | +55.1% |
| All | +174.6% | +230.2% | -55.6% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling