+185.4%
ARM vs TRI
-10.4%
+195.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -10.4% | -1.6% | -8.8% | -10.4% |
| 30D | -31.8% | +5.0% | -36.9% | -32.6% |
| 3M | -32.2% | +4.6% | -36.8% | -33.3% |
| 6M | -14.9% | +18.3% | -33.2% | -18.5% |
| YTD | +66.0% | -14.7% | +80.7% | +88.5% |
| 1Y | +17.2% | -16.7% | +33.9% | +34.8% |
| 3Y | +247.2% | -11.3% | +258.6% | +206.2% |
| All | +185.4% | -10.4% | +195.8% | +159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling