+311.3%
ARM vs TRI
-18.3%
+329.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.5% | +10.2% | +4.7% |
| 7D | +11.4% | -7.1% | +18.5% | +12.4% |
| 30D | -7.4% | -2.3% | -5.1% | -7.5% |
| 3M | -24.5% | +19.6% | -44.1% | -28.5% |
| 6M | +128.7% | -8.7% | +137.4% | +137.4% |
| YTD | +139.3% | -22.3% | +161.5% | +176.8% |
| 1Y | +88.0% | -40.7% | +128.6% | +167.7% |
| All | +311.3% | -18.3% | +329.6% | +280.6% |
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