+19.3%
ARM vs TRI
-22.4%
+41.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.4% | -11.7% | -3.7% |
| 7D | -18.7% | +1.0% | -19.7% | -18.2% |
| 30D | -36.7% | +20.8% | -57.4% | -33.8% |
| 3M | -31.6% | +8.1% | -39.7% | -29.3% |
| 6M | -5.6% | +24.2% | -29.8% | +2.1% |
| YTD | +75.5% | -7.8% | +83.2% | +71.2% |
| 1Y | +19.3% | -16.7% | +36.0% | +14.4% |
| All | +19.3% | -22.4% | +41.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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