+199.6%
ARM vs TRI
-9.6%
+209.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.6% |
| 7D | +9.1% | -2.9% | +12.0% | +9.2% |
| 30D | -19.9% | +3.7% | -23.6% | -20.7% |
| 3M | -31.6% | +3.7% | -35.3% | -32.5% |
| 6M | -13.9% | +35.1% | -49.0% | -20.7% |
| YTD | +74.3% | -14.0% | +88.3% | +97.8% |
| 1Y | +35.8% | -19.0% | +54.7% | +60.9% |
| 3Y | +268.6% | -12.0% | +280.6% | +229.4% |
| All | +199.6% | -9.6% | +209.2% | +172.0% |
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